This started in 1941 and remain on Federal duty till late 1945. The same thing happened during WWI. Several National Guard units were used in the Spanish American War, but that was before the Dick Act of 1903 that set up the Modern Guard.
As to WWI, one of the reason for the West Virginian Coal War of 1921 was that the West Virginia Guard had been called up for duty during WWI and while demobilized for WWI, West Virginia had not yet re-form the National Guard so Wet Virgina had not National Guard for the Coal War so Federal Troops had to be used. In 1948 the dual Federal-State system was made clearer, i.e. When Federal Service ended, the state did NOT have to pass new laws authorizing the old units as State National Guard units. Thus for example when the Pennsylvania National Guard was mobilized for Korea (It served in Germany, relieving Regular army Units). Upon its Federal demobilization the units just returned to their state armories, no need for any state action to reauthorize the unit as a state unit.
My father, a member of the Maryland National Guard during WWII, thus ended up with two discharges, one from the Federal Government for his federal Service, and one from Maryland for his State Service (He was pre-1948 reforms). When I served in the National Guard in the 1980s All I received was one discharge.
Now, while most, if not all National Guard units were called out for WWI and WWII, just a few were called out for Korea and even fewer for Vietnam. This was FEDERAL policy, LBJ did not want to build up to much opposition to his Vietnam Policy so he preferred to build up the regular army (and the Regular army saw it as an opportunity to show that they did NOT need the National Guard, the problem was it showed the opposite). Thus after Vietnam it became US policy to use both Regular Army and National Guard Troops. Thus both were used in Desert Strom and in this debacle.
Please note some states still retain non-federal troops, often called "Militia". These troops are NOT federal funded and thus not subject to federal call up. Many states abolished them in the 1950s do to the existence of the National Guard and its federal funds, but some states still retain these non-Guard Units.
For more information on the National Guard:
http://en.wikipedia.org/wiki/United_States_National_GuardState NON- National Guard Militia units:
http://en.wikipedia.org/wiki/State_Defense_ForcesCalifornia still has some non- National Guard Units:
http://en.wikipedia.org/wiki/California_State_Military_Reserve