A news article in the Middlesboro (KY) Daily News, June 1, 1934, by Elbert McDonald, states that John Henry died in a contest with a steam drill held at Ewing, Virginia. John Henry was from Alabama and is buried somewhere near Birmingham. The railroad was the L & N.
McDonald states that it is a well-known legend in the Cumberland Valley that John Henry died at the "Seven Sisters," near Varilla, KY, "a short distance from Pineville while working on the construction of the railroad from Pineville to Harlan." The railroad reached Harlan in 1911. Later in the article he writes that John Henry's death is "mistakenly attributed to the 'Seven Sisters,'" and that it really happened at the "next construction job," at Ewing, Virginia.
McDonald's RR history seems to be a bit screwed up, since the L & N already went through Ewing in 1895 but didn't reach Harlan until 1911.
Anyhow, McDonald's John Henry was from Alabama and was buried there.
This kind of mutation in tradition is to be expected if John Henry was actually at Dunnavant, Alabama, 15 miles east of Birmingham.