Since we do our work at the National Archives in Washington DC, we're limited to what records they have in their collection. There are some Confederate records there, but not nearly as many as there are for Union soldiers.
Confederate pensions exist, but they are kept at the individual state archives, not the National Archives. You can find links to those here.
Confederate service records also exist, but they've all been digitized and are available to view here and here.
If you have any other questions, please let us know!