Henry C. Connelly, merchant, the son of John Donaldson and Frances (Brent) Connelly, was born in what is now Spencer County, Kentucky, in 1800. After obtaining a degree in medicine he practiced in Liberty, Missouri, in 1828. In less than a year he closed his office and joined a trade caravan for Chihuahua. There he began to clerk for Ludwell Powell and soon bought Powell's store. In 1839 he organized and conducted a caravan across western and northern Texas in an attempt to establish a route shorter than the Missouri-Chihuahua trail. He and his party were delayed on the way by bad weather and by getting lost (see CHIHUAHUA EXPEDITION). When the Connelly party finally reached Fort Towson the commander of the fort, Maj. Henry Wilson, was unsure if he should allow a party of more than 100 men with eighty wagons to cross into United States territory to trade. Correspondence on the question reached the secretary of war before the decision was made to let the expedition pass. On the return trip in 1840 Connelly again found his progress impeded by bad weather. In addition, due to a change in the Mexican government, there was a question as to the amount of impost duty the expedition had to pay. The venture proved to be so unprofitable that the trail was not used again.
In 1843 Connelly formed a partnership with Edward J. Glasgow of St. Louis in order to take advantage of the Santa Fe trade with Missouri and Chihuahua. He continued to live in Chihuahua until after the Mexican War. When Stephen W. Kearny approached Santa Fe, Connelly acted as an emissary for Gen. Manuel Armijo. Thereafter he moved to Santa Fe and established a large mercantile business. In 1860 and 1864, President Abraham Lincoln appointed Connelly territorial governor of New Mexico. Connelly was married twice, to women of Mexico. He died of accidental poisoning in July 1866.