If you don't have one you can request one at http://www.archives.gov/veterans/evetrecs/index.html.
If you did at least 6 years in the Guard, you are eligible for some veteran's benefits like VA loans. I got this directly off the VA home loan eligibility site (http://www.homeloans.va.gov/elig2.htm)
Selected Reserves or National Guard
If you are not otherwise eligible and you have completed a total of 6 years in the Selected Reserves or National Guard (member of an active unit, attended required weekend drills and 2-week active duty for training) and
Were discharged with an honorable discharge, or
Were placed on the retired list, or
Were transferred to the Standby Reserve or an element of the Ready Reserve other than the Selected Reserve after service characterized as honorable service, or
Continue to serve in the Selected Reserves
Individuals who completed less than 6 years may be eligible if discharged for a service-connected disability.