The National Records of Scotland holds pension application and appeal records covering the period from November 1919 to December 1932 relating to Scottish soldiers and their next of kin who suffered from injuries sustained in the war, or died after the war due to injuries.
Apparently, most World War 1 service records were burnt during World War 2 and it can be difficult tracing your ancestor's service during World War 1. If your ancestor suffered from a war wound, or died soon afterwards, then these records may be useful. Many of the applications were rejected, so even if your ancestor didn't receive a disability pension, it's still possible there's a record of him applying for one.
Typical information comprises the name of the soldier, and the applicant's name, relationship to soldier, address, age, occupation, employers, rank, unit, date discharged, reason for discharge, pre-war service, service history from 1914 to 1921, date of the pension hearing, disability, appeal outcome, and pension amount, soldier's medical history. More information.
(with thanks to Tunji Lees and Chris Paton).