Recently I was alerted to this tool for looking for First World War records in the National Archives of Australia, Australian War Memorial and Commonwealth War Graves databases with one search. The Australian WWI Records Finder was created by Tim Sharratt and can be found at http://wraggelabs.com/ww1-records/.
For this example I typed the name and Service Number of Arthur Andreas Anderson 801 into the search boxes. The results showed the link to his records on National Archives of Australia site and also the link to the record in the Commonwealth War Graves Commission database. However this search did not provide links to the records on the Australian War Memorial website although there is actually a record for him on the Australian War Memorial Roll of Honour.
I checked this site on a couple of different days, sometimes using different names, usually with the same result though for one name the link for the record on the World War I Red Cross files appeared. Sometimes the search timed out.
Tried it on the computer at work using Chrome (used Mozilla Firefox at home) and had the same result.
This tool has potential but it may be necessary to double check the Australian War Memorial resources if you suspect there should be an entry and you cannot locate one in Australian WWI Records Finder.
Information about creating this tool can be found in a Discontents post.