The archives of the United Methodist Church with some things archived digitally on their website. This is your first stop for materials regarding both the Northern Methodists and Southern Methodist missionaries. Their information regarding specific missionaries varies in completeness. While information regarding Southern Methodist missionaries is weak, the archive of The Missionary Voice, the Southern Methodist missionary magazine is completely digitized.
Visit them here: www.gcah.org
The Journal of the Severance Union Medical College was a short-lived publication published four different years from 1933 to 1937 (nothing issued in 1936).
Visit the issues archive here: www..jseverancemed.org
The Hathi Trust Digital Libray has many of the Korea Mission Field magazines digitized and available to view at the following link (magazines through 1924 only are available for unrestricted viewing): https://catalog.hathitrust.org/Record/011257596
The Presbyterian Heritage Center is independent and collects in their archives items related to Presbyterian and Reformed churches. They do have some items related to Korea. www.phcmontreat.org
The archives of the PC(USA) contain records concerning Northern Presbyterian missionaries. To do a search for the missionary of your interest visit them here: https://www.history.pcusa.org/collections
You will then (as of July 2020) navigate to the link in the middle of the page that reads "Sheppard, the society's tool for searching the following databases:"
Founded by missionaries, the Royal Asiatic Society continues to serve as a Korea-based research society. Their website appears to be remodeling (as of July 2020) but their previous website had a wonderful page to download digitized rare books on Korea. One can/could also download digital copies of past issues of their Transactions of the Royal Asiatic Society Korea Branch. Books on Korea published by the RASKB can also be purchased through them at a much lower price even when shipping and handling are included than people are trying to sell them online elsewhere. Due to current coronavirus restrictions overseas shipping (from Korea) is not available as of July 2020. They will take your order, ready it for shipment and send it out when they are finally able.
I highly encourage you to become a member of this Society to help support their ongoing work.
You can visit them here: www.raskb.com.
The Moffett Korea Collection at Princeton Seminary contains the personal papers of Samuel Hugh Moffet but also many other items collected during his time in Korea. Many of these are digitalized and available at the following link: https://commons.ptsem.edu/moffett.
Salvation Army records are scattered. You will need to know what countries your Salvation Army missionary came from or were transferred to and then contact that country's archives.
The archives for the United Church of Canada will contain records pertaining to both Canadian Presbyterian missionaries to Korea as well as the Methodist missionaries. Note that only one Methodist missionary that I have found went with the Canadian Methodists to Korea. You can visit them here: www.unitedchurcharchives.ca