Assuming that the markets would react the same/similar as it has in the past...

With the news of war, or news of nukes being used, the market as a whole would drop, pretty significantly as investors pull out to redistribute/ go cash as as fear started to take hold. As the news sinks in and things get spun up, Any sector not directly involved in the war machine, would continue to go down.

Sectors such as materials (metals, plastics), oil, food, manufacturing, and weapons production, would rally. The technology sector would also probably rally, or atleast specific companies within the tech sector. If we have access to the raw materials on our own soil, those companies that refine, or produce something from those meterials domesticlly, would rally. Things like semi conductors, electronics chips, computer manufacturers, would also probably explode as the deman for those items from the government would increase greatly (for the military) . Any company that gets a govt contact (or has an existing contract, like IBM), would divert resources to the war effort, and probably rally. This could be food, clothing, things of that nature. Assuming it's a world war, other companies may divert research/resources/production towards the war, and would see growth.

The retail markets (i.e. like Walmart, target) would more than likely decrease as citizens would probably stop alot of spending due to an uncertain future.

This is all assuming that the US does not take a direct attack on our own soil. Since it's never happened, not really, I would be taking just a random guess, but I would assume the markets would react very poorly to an attack on US soil.

But all that said. I hope we don't get there. Www3 will more than likely send us back to the stone age and may end up wiping out a very large majority of the population. . I can't imagine the bloodshed havoc, and destruction that militaries in this day and age could cause with the weapons and technology available to us now. It would truely be the apocalypse for all intents and purposes.