My Hennellys emigrated from Athenry, Co. Galway, Ireland in 1865 to Waltham, MA. My grandfather altered the name in the Irish-need-not-apply days. My research has revealed that there were Hennellys in both Co. Galway and Co. Mayo. The latter seemed to emigrate later, in the 1880's and 1890's, mostly to St. Louis and Chicago, many of them lawyers. There is supposedly a book called "In the Hollow" about these Hennellys, wherein it is noted that, at one point "a Hennelly (of Mayo) married a Hennelly (of Galway)!
Had a pint at Hennelly's pub in Gort, Ireland, but not sure of a connection.
I have pretty good info on my Hennellys back to the 1790s, but, if you are related to or know anything about the Athenry to Waltham clan, please send it along.