Did they have any children? Are you certain of the time period you listed? I found a Mrs. James Sharp who died August of 1916 at her daughter's home in Helix, Umatilla, Oregon. The obit has her husband living in Colorado. I think this one is a stretch to be the one you are looking for. A little more information from you, might help locate the obituaries.
Also there is an obituary for a George Freeman Sharp who died June of 1921. He lived near Mitchell, Oregon. A brother James C. Sharp, of Heppner, Oregon survives him.