Grover Washington Jr. played sax in the US Army Band during the 60s. In the early 80s he recorded what I think is the most romantic song ever, "Just the Two of Us," with the fabulous Bill Withers on vocals.
John Coltrane also played for the military but he did his stint in the Navy Band in 1945. "Naima" appeared on 1960's Giant Steps.
Elvis was drafted and served in Germany during the 50s. Remember the "Elvis Train" episode of Happy Days? Ralph Malph and Potsie Weber both tried to score but were unsuccessful. Their lack of leather probably had something to do with it.