Does the Library of VA have VA Civil War military and pension files, or do I
have to go to the county to get that? 

I am trying to find the military records for James Madison Bland, who served
in the Civil War from VA. 

There was only one James M. Bland in the Civil War from VA, as far as I can
ascertain from the National Park Service website. His information is James
M. Bland, Company I, Regiment 36 VA Infantry (formerly 2nd Kanawah
Infantry). The 36th regiment was formed in July 1861. It was assigned to
Floyd's Brigade, fought in western VA and then moved into TN according to
the National Park Service website. It was captured in February 1862 and
returned to VA via exchanged and continued serving.

There are families with James M. Blands in them in Giles Co. and Monroe Co.
VA. The one in Giles Co. seems to be a better candidate.

Lee Anne

Battles:
Cross-Lanes and Carnifax Ferry in western VA
Fort Donelson
Cloyd's Mountain
Piedmont
Waynesborough