Kevin - I did some searching on the Internet and discovered quite a bit.
I found the following marriage record online, which indicates that Lacy (at the age fo 28) married Laura (at the age of 18). Lacy was from Salem, and Laura was from Vienna. They married 29 Dec 1919 in Cambridge, MD.
Marriage Records Dorchester County Maryland LECOMPTE, Lacy Milbourne28-W-SSalemBRINSFIELD, Laura Lankford18-W-SVienna29 Dec 1919Cambridge
I found a reference online to an obituary in the Daily Banner that indicates that Laura died in 1932: LECOMPTE, Laura B BRINSFIELD (Mrs Milbourn) Obit 19 Dec 1932 She would have been about 31 years old. Lacy would have been about 41. Your grandfather is most likely from this first marriage. George is apparently from the second marriage. I found a record indicating:
LECOMPTE, Milbourn weds Mary TWILLEY - 21 Dec 1933
I searched the Social Security Death records at Ancestry.com and found: LACY LECOMPTE SSN: 219-36-6018 Residence: 21613Cambridge, Dorchester, MD Born: 28 Oct 1891 Died: Jan 1974 Issued: MD (1956)
I also found an entry that is probably Mary Twilley LeCompte: MARY W LECOMPTE SSN: 219-36-5921 Residence: 21613Cambridge, Dorchester, MD Born: 11 Nov 1903Last Benefit: Died: 17 Jun 1992 Issued: MD (1956)
I also found an online reference to an obituary that mentions Milbourne LeCompte (probably your great-grandfather). The reference indicates that Milbourne's brother, Elwood LeCompte, died in 1930 and that his father, Samuel J. LeCompte, died in 1931.
I found another reference indicating that Elwood's cause of death was an auto accident around 1 Sept 1930: (from http://members.tripod.com/~dcgm/1930obitstindex.htmlhttp://members.tripod.com/~dcgm/1930obitstindex.html) LECOMPTE, Elwood of Bucktown aged 25 yrs, son of Samuel J. LECOMPTE was killed Saturday night on the road from Bucktown to Cambridge. James HANDS of Baltimore, his brother in law, was also killed.His brother, Elmer LECOMPTE was also in the car. Leaves: Sister - Mrs Howard INSLEY of Cambridge Brother - Mace LECOMPTE of Vienna Brother - Elmer LECOMPTE of Cambridge Brother - Milbourne LECOMPTE of Cambridge Funeral to be held tomorrow at M.P. Church, Vienna & interment in M.E. Church cemetery - Funeral for HANDS to be held at his home in Baltimore Wednesday & interment in Elkridge, Md (Story) (Monday - 1 Sept 1930)
Another reference to this accident indicates that Milbourne may have been injured in the accident as well.
I found a reference in the North Dorchester News about the death of brother Elmer: LECOMPTE, Elmer L. - Obit 10 Sept 1964 NDN
I didn't find text, but there is an article about Mace LeCompte dated 4 May 1923 in the Upper Dorchester News for Vienna, MD and quite a few in the Daily Banner dated between 1925 and 1933.
I found a marriage record for your great-great grandparents (I think) who apparently married in 1888: LECOMPTE, Samuel J.28WSSalemCHRISTOPHER, Dora25 Jul 1888Friendship Church
I do not know how you connect to Anthony LeCompte yet.
Possibilities include Samuel LeCompte who married Mary Simmons on June 20, 1834. They had a son, Philip Isaiah LeCompte who married Susan B. Hubbard on Dec 19, 1859. They in turn had a son named Samuel LeCompte. This grandson would be the right age to be Samuel J. LeCompte, your great-great-grandfather. But I don't know if it is or not. All I have is the name and no middle initial. This branch descends from Anthony as follows: Moses then, William, Isaiah, Samuel, Philip, and finally Samuel.
There is a Samuel Jefferson LeCompte, also born about the right time to be your great-great-grandfather. But according to the following site http://www.horsethieves.com/lecompte/l_jas001.htm#i93http://www.horsethieves.com/lecompte/l_jas001.htm#i93, he married a woman named Kate and resided resided circa 1900 at #3117 Dillon Street, Baltimore City, Maryland. This branch looks promising as the names Lee and Edward appear. Unfortunately, these are all descendants of James Lloyd LeCompte, and nobody knows how James ties into Anthony. (See http://www.horsethieves.com/lecompte/)http://www.horsethieves.com/lecompte/).
Finally, I did a search on your father, but only found this. Don't know if this is he or not: LEE LECOMPTE SSN220-10-6033 Born: 16 Mar 1921 Last Benefit: 20722Brentwood, Prince Georges, MD Died: Sep 1979 Issued: MD (Before 1951)
Coincidentally, my father's name is Lee too! Edwin Lee LeCompte.
That's about all I can find so far...and none of it would have been possible without the name of your great-grandfather.
Good luck and keep me posted if you learn who the parents of Samuel J. LeCompte are! Or if you have any additional information you want to share.