I found this reported in a Danish news paper. It seems that US soldiers deployed overseas are donating 6 times as much money to Obama from 5 times as many donors as are reported for McCain. You can see the story here at OpenSecrets.org.
Some other interesting features of the story are that the top Republican donation recipient among the troops is Ron Paul. Paul was getting 5 times the amount of donations from 3 times as many soldiers are McCain.
Of course more than half of the donations from the military to political parties have gone to the GOP. But when it comes to individual candidates they prefer Obama.
This is based on very early numbers of course and the number of donors for each candidate is very low which suggests that these numbers may not really be indicative of much of anything. But it sure is fun to point it out!