Sloooo Down.Your posting has a lot of information, but difficult to read as it jumps around.I'll try to go back in time, then forward with comments.Mostly to get my own thoughts together.
The 1870 Census of Saxton, Bedford, Pennsylvania
Elizabeth McGee, age 38(1831/1832), Boarding house, born in PA
Sarah E, McGee, 7(1872/1873)
Ida B, 4(1865/1866)
David B, 2(1867/1868)
Jesse Kay, age 15(1854/1855), born in PA
Thomas Caffery, 24
Elizabeth Heffner, 40(1829/1830)
--I see Jesse Kay, but not an "Anna 'Ann' Hefner.You identified Anna had a sister Elizabeth Hefner Gates, but this census has an Elizabeth McGee with the three identified children, and an Elizabeth Heffner.So, is this "Elizabeth" McGee, actually Anna?This makes finding the story a bit more difficult.BUT, it does show the Jesse Kay that you are seeking.The rest of the family really isn't that pertinent to Jesse, except for his mothers death date/place.
The 1880 Census for Lawson, Clear Creek, CO.
Jesse C. Kay, age 25(1854/1855), Machinist, born in PA to both parents born in PA.
This person is not living with a wife, so I'm assuming he may have married in 1880, but after the census.You identify his wife, died in 1934, listed as a widow in 1920, he daughter died in 1926... but you didn't identify either of them.(Below finds the name of his wife, but unknown which daughter died in 1926).
The 1900 Census for Cripple Creek, Teller County, CO
J.C. Kay, born April 1855 in PA to both parents born in PA, Mechanical Engineer, owned his home at 403 Bennett, married 20 years.
R.E. born Nov 1860, 39, born in Iowa to father born in England, mother in IA, mother of 7/5 living
Sadie L, born IA, April 1881
Myrtle, April 1886 in Colorado
George, Oct 1889, Alaska.
Anna, Sept 1895, Colorado
Dora, Nov 1898, CO.
The 1910 Census for Cripple Creek, Teller County, CO
Jessie C. Kay, age 54 (1855/1856), born in PA to father born in Maryland, mother in PA, Machinist, Owned the home at 354 W Bennett, married 30 years(1879/1880)
Rebecca (spelled Reebecca), age 47(1862/1863), born in Iowa to father born in England, mother in America. Mother of 9/5(?) living.
George L, 20, born in AK(1889/1890).
Anna, 13(1896/1897), place is scratched out.
Dara, age 11(1898/1899), born in Colorado.
The 1920 Census for Denver, Denver County, CO, 523 W. 14th Ave./Renting
Rebecca Kay, age 58, widow.
--Rebecca is here with Sadie White(married daughter), Mirtie Kay, Dora Kay, Anna L White (Married daughter to James); the White children to include grandwon Jessie (named after his father?), age 14, but was named before the 1910 Census.
--Rebecca is shown as a widow.For the Census, a good percentage of women that were widowed... were not.The stigma of divorce, separation, abandonment was still very high, so the women said the husband had died.So, where in the world is Jesse?(Maybe with Carmen San Diego or Matt Lauer?).In age, Jesse would have been between 54/55 from the 1910 Census to 64/65 from the 1920 Census.So, he could have died.In this case, it appears that Jesse "probably" died versus leaving the family; but either case has to be proven. It is not uncommon for a person to not have a death certificate show up, especially after 90-100 years.
His mother died in 1911 in Saxton, PA, per your information.That is between the 1910 and 1920 Census.Did he go back to PA and pass somewhere in between or there?You have his mother's obit, but any record show that he attended, or was there for will or probate?Some research there might identify if he did show up, that would at least cut the time frame down a bit.
I found two family trees having Jesse listed
a.Owned by "slcarvalho" from Oregon.
She identifies his wife as Rebecca E. Little, death 11 June 1934 in Denver, shows a nice photo of her, dau of Jason Little and Mary "Alice" Burns.Mary "Alice" died in 25 Nov 1918 in Independence, Iowa.Her obit identified Rebecca Kay of Denver.So Rebecca had moved to Denver by 1918.
This tree shows Jesse and Rebecca had 9 children, as identified in the census, Flora and Baby Kay died in 1896.Alice Little Kay died in 1889.Dora was the one that died in 1826.This tree identified Jesse died in 1920 at Cripple Creek; but was not sourced.I'm "Guessing" this was the 1920 identification of Rebecca being a widow.
b.This one is owned by... GEE, It's YOUR's.When you post, it's far, far easier to post the link to your family tree than explain all you know:
This sometimes help keep the incompetent volunteers from suggestions of things you clearly have.Since, I just found this, I will keep the other info above, for those that don't have access to the tree.
I would suggest your search begins in Teller County.The family owned their home, for many years.There should be a record of its sale at the County Assessor.The County Auditor may have a death record.Most Auditor's respond to Recorded Document inquiries.Most Assessors don't really like looking up OLD records in those old "Big Books."There might have been a local newspaper, but obits were very limited back then. There might be a death notice, more of an advertisement for the funeral home than an obit.True obits back then were usually written by a reporter about the rich/famous/infamous or victims of accident or foul play.You identified City Directories, "IF" there is one for Cripple Creek or Teller County, have it reviewed.If not, you're back to the County records.I'd start with the Auditor and ask about recorded documents back then: Teller County Clerk and Recorder, PO Box 1010, Cripple Creek, CO 80813, 719-689-2951.Assessors Office PO Box 1008 / 101 W. Bennett Ave, Cripple Creek 80813, 719-689-2941.
I'd suggest posting on the Rootsweb Message board for Teller County, there are probably more readers there than GenForum, or at least a different set.This site shows that message board info and other links:
The Colorado State Archives has a database, I did check it, without success, using different spellings, etc.It didn't show Rebecca either:
Your other search area would be around his mothers death place.My own "speculation" doesn't believe he took off for Alaska or Montana again, but it is possible.If the records in Teller County between 1910 Census and sale of the house and Rebecca's moving to Denver don't find a clue, then it is possible.