From https://en.wikipedia.org/wiki/John_Henry_(folklore)#Song   :
Big Bend Tunnel
Sociologist Guy B. Johnson investigated the legend of John Henry in the late 1920s. 
He concluded that John Henry might have worked on the Chesapeake and Ohio Railway's (C&O Railway) Big Bend Tunnel but that "one can make out a case either for or against" it.[5][3] 
That tunnel was built near Talcott, West Virginia, from 1870 to 1872 (according to Johnson's dating), and named for the big bend in the Greenbrier River nearby.

Some versions of the song refer to the location of John Henry's death as "The Big Bend Tunnel on the C. & O."[3] In 1927, Johnson visited the area and found one man who said he had seen it.

This man, known as Neal Miller, told me in plain words 
how he had come to the tunnel with his father at 17, 
how he carried water and drills for the steel drivers, 
how he saw John Henry every day, and, finally, all about the contest between John Henry and the steam drill.



Lewis Tunnel
In the 2006 book Steel Drivin' Man: John Henry, the Untold Story of an American Legend, historian Scott Reynolds Nelson detailed his discovering documentation of a 19-year-old African-American man alternately referred to as John Henry, John W. Henry, or John William Henry in previously unexplored prison records of the Virginia Penitentiary. At the time, penitentiary inmates were hired out as laborers to various contractors, and this John Henry was notated as having headed the first group of prisoners to be assigned tunnel work. Nelson also discovered the C&O's tunneling records, which the company believed had been destroyed by fire. Henry, like many African Americans, might have come to Virginia to work on the clean-up of the battlefields after the Civil War. Arrested and tried for burglary, John Henry was in the first group of convicts released by the warden to work as leased labor on the C&O Railway.[8]: 39 

According to Nelson, objectionable conditions at the Virginia prison led the warden to believe that the prisoners, many of whom had been arrested on trivial charges, would be better clothed and fed if they were released as laborers to private contractors. (He subsequently changed his mind about this and became an opponent of the convict labor system.) In the C&O's tunneling records, Nelson found no evidence of a steam drill used in Big Bend Tunnel.[9]

The records Nelson found indicate that the contest took place 40 miles (64 km) away at the Lewis Tunnel, between Talcott and Millboro, Virginia, where prisoners did indeed work beside steam drills night and day.[10] Nelson also argues that the verses of the ballad about John Henry being buried near "the white house," "in the sand," somewhere that locomotives roar, mean that Henry's body was buried in a ditch behind the so-called white house of the Virginia State Penitentiary, which photos from that time indicate was painted white, and where numerous unmarked graves have been found.[11]

Prison records for John William Henry stopped in 1873, suggesting that he was kept on the record books until it was clear that he was not coming back and had died. Nelson stresses that John Henry would have been representative of the many hundreds of convict laborers who were killed in unknown circumstances tunneling through the mountains or who died shortly afterwards of silicosis from dust created by the drills and blasting.