Neither Mary or Jesse Henry were deceased before 1930. I followed them all the way to the 1930 census records. I really do believe Mary is the daughter of Benjamin F. Dungan b: Dec 1836 IN d: after 1910 Fayette Co, IN & Elizabeth Strong b: Feb 1845 IN d: after 1920 Fayette Co, IN. They married 28 May 1865 Fayette Co. and this date corresponds with the years they state in census records. Elizabeth is living with Jesse & Mary in 1920 and she is widowed at the time.
Benjamin F. Dungan may be the son of David G. Dungan b: abt 1814 IN who married 18 Feb 1836 Fayette Co., to Lydia Chambers b: 21 Mar 1818 Fayette Co, IN d: 21 Apr 1889 Jennings Co, IN. I can't prove this and I can't figure out who David's parents are but I think he may have died before 1850 though because I found Lydia Dungan with some children, Benjamin 13, Rebecca 13, Mary J. 11, & Margaret A. 8 living with her mother Margaret "Brown" Chambers. Margaret's son Joseph Chambers & family are the next household and his father Enoch is living with him. They are living in Waterloo Twp.
Now according to some researchers, 3 of the Chambers girls married 3 Dungan boys. Rachel Chambers married William M. Dungan, Lydia Chambers married David G. Dungan, and Rebecca Chanbers married Joseph Dungan. There are marriage records for them all in Fayette county. One researcher says that William M. Dungan is William Mitchell Dungan and his parents are Benjamin Dungan and Margaret Mitchell, however David G. and Joseph Dungan do not appear to be their sons. I can't seem to find parents for Joseph or David G.
Jesse Oscar Henry b: Nov 1863 IN d: aft 1930 (m) Mary M. Dungan b: Sept 1866 IN d: aft 1930. Mary's first or middle name might be Matilda. She is Mary aged 3 with her folks in the 1870 census and Matilda age 13 in the 1880. While following her in censuses with Jesse she was listed as Mary T., M. Mary, Mary E., & Mary M., so your guess is as good as anyones on her real full name. Jesse was listed as Jesse O., J. Oscar, & Oscar. His son, Jesse, stated on a World War I Draft Registration Card that his employer is Jesse Oscar Henry, so this is probably his father's full name. Jesse & Mary had the following children: 1. Arthur Vernon Henry, b: 11 Feb 1888 Fayette Co, IN. 2. Ellis Emery Henry, b: 11 July 1890 Fayette Co, IN. 3. Jesse Benjamin Henry, b: 23 July 1897 Fayette Co, IN. 4. Alice I. Henry, b: abt 1902 Fayette Co, IN. They were probably all born in either Waterloo Twp. or Connersville Twp.
Jesse Oscar Henry was the son of Jesse S. Henry b: Dec 1836 IN who married 9 Aug 1859 Fayette Co; 1st Elizabeth A. Cross b: 6 Nov 1836 OH d: 14 Jul 1883. He married 2nd on 17 Mar 1885 Fayette Co; Huldah J. Montgomery b: Mar 1834 IN. Jesse & Huldah Henry & Benjamin & Elizabeth were all living by each other in the 1900 & 1910 census records and they are listed on the same page in Waterloo Twp. but Jesse & Mary were living in Connersville Twp by 1900.
I figure with the close proximity of the Henry & Dungan families while their children were growing up and the census records for backup that these are the right parents for Jesse Oscar Henry & Mary M. Dungan.
If you can help clarify or correct any of what I've accumulated so far on them, it would be greatly appreciated!!