I'm a Virginian, with lots of family WV, so I'm well aware of the history of the states :) Although I do meet a lot of folks with some very strange ideas about it!
I have seen pre-C.W. diaries and such that refer to people from the eastern mountains as being from "eastern Virginia." I can only guess at the reasons for such a distinction, but the concept of being from eastern VA definately predates the secession of WV, doesn't necessarily mean that portion of the country we now call Virginia, and is probably a very subjective distinction.
In the aftermath of the Civil War, a lot of people -- especially rural mountain people along the border -- didn't know which state they were in according to a legal map. The 1870 census very markedly shows this confusion.
Of course, none of this really pinpoints where JH was born or even where the event took place. I think the MS/AL arguments are pretty good. But I also think it's a mistake to assume that people were as aware of arbitrary political boundaries then as we are now in an era of free maps and "Welcome to West Virginia" signs. This is not to presume a lack of interest or intelligence, but a reflection of a time when "where" was defined by your neighbors, your church, this or that side of the mountain, and the most convenient county courthouse.