I am pretty familiar with
3 US military libraries: Army war College, Combined Arms Research Library (CARL) at Fort Leavenworth, and the NDU library. For those 3, at least, David is right. They carry all the military journals (in many languages) and such harder to find ones as Small Wars & Insurgencies and Low Intensity Conflict & Law Enforcement - now incorporated into the former. So, if one has access to these libraries one is in good shape. If you don't have access, then the best way to get it is through Inter-library loan but here I would agree with Abu Suyleyman that many university research librarians may not think of the military libraries. For the civilian researcher, knowing what you are looking for is the critical point - then you can tell your librarian to try the CARL etc.
A good first step for SWJ would be a concise cataloguing of SWJ articles by subject, author, title, and date. Second, might be a list of bibliographies available online (like the COIN Library).
Hope this discussion is of some use.
Cheers
JohnT