— said to be born in Kentucky: 
  6.  Moses Steele THOMPSON, b. 4 Apr 1807 
  7.  Hiram THOMPSON, b. 25 Jun 1809, Logan Co. 
  9.  Adaline H. THOMPSON, b. 24 Feb 1812; m. Mr. LANDES
10.  Sarah Baker THOMPSON, b. 15 Nov 1815, Christian [now Trigg] Co., KY
11.  Cyrus THOMPSON, b. 20 Jun 1819, Christian [now Trigg] Co., KY

1.  Catherine Lindsay Knorr.  1950.  Marriage Bonds and Ministers' Returns of Prince Edward County, Virginia, 1754-1810.  Self-published (reprinted 1982 by Southern Historical Press, Easley, SC).  On p. 76:

20 August 1797

James THOMPSON and Sally Baker, widow of Douglas Baker

Sur. John Hix

2.  1790/1800 Censuses. The 1790 and 1800 Censuses of Virginia were destroyed during the War of 1812.

3.  1810 Cenus.  James is said to be in Logan Co., KY, but I can't find him in the database at GenealogyLibrary.com or on the Broderbund Census disk (CD-313) or in the AIS database at Ancestry.com. 

4.  1820 Census Index/Images (online at Ancestry.com; Image #13 of 19; extracted by Diana Gale Matthiesen; see 1820 Table): 

1820

KY

Trigg Co.

p. 10

Ln. 4

James Thompson

130301-20001-0-800

1000-0100

These data indicate:s

No., Race, Gender	Age Class	Therefore Born	Individuals Inferred
1 white male	9 or under	1810-1820	= Cyrus (b. 1819)
3 white male	10-15	1804-1810	= Hyrum (b. 1809) = Moses (b. 1807) = James (b. 1805)
3 white male	19-25*	1794-1801	= William (b. 1802/3) = Thomas (b. ca. 1801) = John (b. 1799/1800)
1 white male	45 or over	in or bef. 1775	= James (b. 1770)
2 white females	9 or under	1810-1820	= Sarah (b. 1815) = Adaline (b. 1812)
1 white female	45 or over	in or bef. 1775	= Sarah (b. ca. 1773)
8	people engaged in agriculture
1 male slave	13 and under	1806-1820	= ?
1 female slave	14-25	1794-1806	= ?
*In the 1820 Census, the third column is age class 16-18 and the fourth column is age class 16-25; therefore, any individual in column three is duplicated in column four.  By subtracting the number in column three from the number in column four, you can create an age class "19-25."

Either William is in the wrong age class or we have the wrong birthyear for him, but enumerator error makes more sense. 

5.  1830 Census (extracted by A. Robert Matthiesen; see 1830 Table): 

Thompson, James

010 010 110 - 001 100 010

KY

Trigg Co.

Cadiz

p. 9

These data indicate:

No. & Sex	Age Class	Therefore Born	Individuals Inferred
1 male	5-9	1820-1825	= should be Cyrus (b. 1819)
1 male	20-29	1800-1810	= most likely Hiram (b. 1809), possibly Moses (b. 1807)
1 male	40-49	1780-1790	= ?
1 male	50-59	1770-1780	= James (b. 1770)
1 female	10-14	1815-1820	= Sarah (b. 1815)
1 female	15-19	1810-1815	= Adaline (b. 1812)
1 female	50-59	1770-1780	= Sarah (b. ca. 1773)

The male age 40-49 is too old to be a son of James and Sarah, so it's hard to say who he might be.  Their four eldest sons are married and gone.  Neither Hiram nor Moses nor Thomas is yet married; I would have expected all of them to still be at home.  Cyrus appears to have been mis-classified.

6.  1840 Census Index/Images (online at Ancestry.com; Image #18-19 of 67; extracted by Diana Gale Matthiesen):

1840

KY

Trigg Co.

pp. 285B-286A

Ln. 16

James Thompson

000 010 001 - 201 000 001

110010-100100

2100000

These data indicate:

No. & Sex	Age Class	Therefore Born	Individuals Inferred
1 white male	20-29	1810-1820	= son?
1 white male	60-69	1770-1780	= James (b. 1770)
2 white females	4 or under	1835-1840	= granddaughter? = granddaughter?
1 white female	10-14	1825-1830	= granddaughter?
1 white female	60-69	1770-1780	= Sarah (b. ca. 1773)
1 male slave	9 or under	1830-1840	= ?
1 male slave	10-23	1816-1830	= ?
1 male slave	55-99	1740-1785	= ?
1 female slave	9 or under	1830-1840	= ?
1 female slave	36-54	1785-1804	= ?
2	persons employed in mining
1	persons employed in agriculture

It looks like a widowed son has moved home.

7.  1850 Census Index/Microfilm (online at GenealogyLibrary.com): 1st District, Trigg Co., KY, p. 292, 33/33, enumerated 3 Aug 1850 (extracted by Diana Gale Matthiesen):

Wm. C. Thompson	47	M	Grocer	Virginia
Sarah Thompson	77	F		same
Robert W. Raine	24	M	Tailor	No Carolina
Emily Raine	19	F		Kentucky
Eliza Thompson	15	F		same
Lucy Thompson	13	F		same

Sarah (STEELE) BAKER THOMPSON is living with her widowed son, William C. THOMPSON.  Lucy, Eliza, and Emily appear to be William's daughters and Robert his son-in-law. 

8.  Christian County, Kentucky, Tax Rolls, 1797-1816.  Heritage Quest, Microfilm No. V20-72 (extracted by Diana Gale Matthiesen):

Year	Persons Names  Chargeable with the Tax	A	B	C	D	E	F	G	Acres			Watercourse	In Whose Name Entered	In Whose Name Surveyed	In Whose Name Patented
									1st	2nd	3rd
1815	Thompson James	3	2	8	6	-	-	-	-	200	-	Little River	-	-	Wm Croghan
1816	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Legend for numerical data [grey indicates that particular datum was not taken that year]:  A = White Males 21 or over; B = White Males 16-20; C = Blacks over 16; D = Total Blacks; E = Horses & Mares (gelded male horses and female horses); F = Stud Horses (intact male horses); G = Rate of Covering (stud fee, in dollars); 1st/2nd/3rd refer to 1st Rate, 2nd Rate, or 3rd Rate land.

Comment:  between 1815 and 1819, James apparently sells the 200 acres because in 1819 he shows up with just the 150 acres granted him in 1817.

9.  A.B. Willhite.   [n.d.]  Christian Co., Kentucky, Tax List, 1819-1823.   (Self-published; available from author at 4396 Coopertown Rd., Russellville, KY 42276, or from the Christian County Genealogical Society, Hopkinsville, KY).

Pg. in Willhite	Year	First  Name	Last  Name	A	B	C	D	Acres	Watercourse
64	1819	Jas	Thompson	1	1	1	6	150	M F
-	1820-23	-	-	-	-	-	-	-	-
Legend for numerical data:  A = White Males 21 or over; B = Blacks over 16; C = Total Blacks; D = Horses
Abbreviations:  M F = Muddy Fork of the LIttle River, now in NE Trigg Co.

As expected, James drops off the Christian Co. tax rolls when Trigg Co. is formed in 1820.

10.  Barney Thompson. MS. The Thompson Family of Prince Edward County, Virginia, Butler and Trigg Counties, Kentucky, and the Florida Parishes of Louisiana:  the Descendants of Thomas Thompson, 1749-1810.  Copies at Western Kentucky University, the Filson Club Library, and the Indiana State Library, Indianapolis.  (Excerpts courtesy of the author, with my sincere thanks for his generosity in sharing them.)

11a.  William Henry Perrin, ed.  1884.  Counties of Christian and Trigg, Kentucky:  Historical and Biographical.   F.A. Battey Publ. Co., Chicago.  Partially reprinted in facsimile as County of Christian, Kentucky: Historical and Biographical by Higginson Book Co., Salem, MA.  On pp. 421-422, a biographical sketch of George V. Thompson, son of James Edward Thompson, grandson of our subject.: 

His paternal grandfather, James Thompson, came from Virginia to Logan County, Ky., being among the earliest settlers of that county; thence he moved to the town of Cadiz in Trigg County, in which he died. James E. Thompson was his second son and was born February 25, 1805.

11b.   William Henry Perrin, ed.  1884.  Counties of Christian and Trigg, Kentucky:  Historical and Biographical.   F.A. Battey Publ. Co., Chicago.  Partially reprinted, 1994, in facsimile as History of Trigg County  by Heritage Books, Bowie, MD.

p. 26	At the August term [of the county court], 1820, James Thompson was appointed jailor.
p. 27	The county levy at this term was fixed at 75 cents, and the following allowances for the year entered upon record... To James Thompson, Jailor, for attending court six days.......$6 00
p. 33	Jailors.--James Thompson...
p. 87	Prominent among those who secured homes in the vicinity of Cadiz was James Thompson, whose first improvements were made where Robert Wilford lives, within the town limits.  He came about the year 1813.
p. 93	The early inhabitants of the place [the Town of Cadiz] were the two brothers Robert and Alexander Baker, James Thompson, their stepfather, and his sons...  W.P.M. Scott and Robert Baker were the first merchants... the latter sold goods from the corner house on Main Street just opposite the grocery house of G.W. Lindsay.  These stores were stocked with miscellaneous assortments of merchandise and seem to have been extensively patronized by the early inhabitants of the village and surrounding country.  James Thompson kept the first hotel in a two-story log-house situated on the lot where John L. Street's large brick storehouse now stands, and if he failed to accumulate a fortune by plying the occupation of "mine host," we may find a partial elucidation of the mystery in mentioning the fact that law only allowed him to charge 12½ cents for a pint of whisky, 25 cents for a quart of porter, lodging per night 12½ cents, and furnishing a stable for a horse twenty-four hours with three feeds, including corn, oats or fodder, 50 cents... The second board [of Trustees of Cadiz] was composed of the following gentlemen:  James Thompson...

James did not come to Christian/Trigg Co. until 1815.

12.  Trigg County, Kentucky.  Will Book B:Will of James THOMPSON.

13.  From The Kentucky Land Grants by Willard Rouse Jillson (1925, Filson Club Publ., Louisville, KY; reprinted 1994 by Genealogical Publ. Co., Baltimore, MD; also online at Ancestry.com).   The number is the number of acres.

Thompson, James

150

31 Mar 1817

Little River

Christian Co.

The Muddy Fork of the Little River was then in Christian Co., but from 1820 onwards in Trigg Co.

14.  Query at Christian Co., KY, GenConnect Query board, posted under the title, "James Thompson."  The James Thompson who was Justice of the Peace in Christian Co., KY, is said to have sold a family of slaves in 1816.  But the tax rolls show that that James Thompson (the JP) owned no slaves.  The James Thompson who sold the slaves in 1816 is our subject, who came to Christian Co. in 1815 and settled on Little River, in what later became Trigg Co.

15.  Barney Thompson. MS. The Thompson Family of Prince Edward County, Virginia, Butler and Trigg Counties, Kentucky, and the Florida Parishes of Louisiana:  the Descendants of Thomas Thompson, 1749-1810.  Copies at Western Kentucky University, the Filson Club Library, and the Indiana State Library, Indianapolis.  (Excerpts courtesy of the author.)

16.  Barney Thompson, ed.  1996. "Letter to the Editor of the Kentucky Telephone, December 20, 1889."  Pages 6-10 in Pioneers of Trigg County, Kentucky, As Seen through the Biographical and Genealogical Articles of Cyrus Thompson in the Kentucky Telephone and the Cadiz Record, 1889-1899.  [MS] (online at the Trigg County KY GenWeb site).