according to Historical Sketch on page 64 of April 2002 Ky. Explorer, one of his daughters married Col. Wm. Christian of Augusta Co., Va.
from Bob Juch's
Patrick Henry website:
. Col. John Henry (Alexander ) was born about 1704 in Foveran Par., Aberdeenshire, SCO. He died in Feb 1773 in Studley, Hanover Co., VA.
House of Burgesses, 1st Governor of Virginia, & Senator.
Some time, but not very long prior to 1730, John Henry came directly from Scotland to Virginia. In April, 1733, his brother, Patrick Henry, an Episcopalian minister, also came over.
The two brothers were very much attached to each other and ever afterwards lived not far apart. They were cousins of David Henry, who went from Scotland to London at the age of fourteen, and became a journeyman printer in the same office with Benjamin Franklin. He married a sister of Edward Cave, the founder of the "Gentleman's Magazine," in London.
David was for more than fifty years associate editor of the Magazine, and in that publication describes his Henry kin as "more respected for their good sense and superior education than for their riches, as at every neighborhood meeting they were among the foremost."
John married Sarah Winston daughter of Isaac Winston III and Mary Dabney after 7 Oct 1732 in Studley, Hanover Co., VA. Sarah was born about 1710 in Studley, Hanover Co., VA. She died on 22 Nov 1784 in Amherst Co., VA. She was buried in Clifford, Amherst Co., VA. Sarah had a will probated on 1 Dec 1784 in Amherst Co., VA.
They had the following children:
+ 5 M i Judge James Henry was born in 1731. He died on 9 Dec 1804.
6 F ii Susanna Henry "Sukey" was born in 1733 in Studley, Hanover Co., VA. She died after 12 Mar 1784.
Susanna married Gen. Thomas Madison. Thomas was born in Augusta Co., VA.
+ 7 M iii Maj. William Alexander Henry was born in 1734. He died in Jan 1785.
+ 8 F iv Mary Jane Henry was born in 1735. She died in 1819.
+ 9 M v Gov. Patrick Henry was born on 29 May 1736. He died on 6 Jun 1799.
10 F vi Anne Henry was born in 1738 in Studley, Hanover Co., VA. She died in 1790/1791 in At Sea. She was buried in 1790/1791 in At Sea.
Anne married Gen. George William Christian. George was born in 1732 in VA. He died on 8 Apr 1786 in Louisville, Jefferson Co., KY.
11 F vii Sarah Henry was born about 1740 in Studley, Hanover Co., VA.
Sarah married Thomas Thomas. Thomas was born in of Bristol, ENG.
+ 12 F viii Lucy Henry was born on 29 Mar 1743. She died on 14 Jul 1826.
+ 13 F ix Elizabeth Henry was born about 1746. She died on 10 Oct 1804.

1. Sarah HENRY b: ABT 1726 in Studley, Hanover, Va.
2. Susanna HENRY b: 1733 in Studley, Hanover, Va.
3. William HENRY b: ABT 1734 in , Hanover, Va.
4. Mary Jane HENRY b: 1735 in Studley, Hanover, Va.
5. Patrick HENRY b: 29 May 1736 in Studley, Hanover, Va.
6. Anne HENRY b: ABT 1745 in , Hanover, Va.
7. Elizabeth HENRY b: ABT 1743 in , Hanover, Va.