Henry's exact origins are unknown. The story goes that he was built from drawings stolen from Sir Nigel Gresley at Doncaster in 1919 by an anonymous locomotive builder who held a grudge against him. The spy, however, blundered and took the wrong drawings. Instead of the new A1 "Pacific" locomotives that Gresley was designing at the time, with the prototype of the A1 Class being Gordon, the thief ended up with plans that had been rejected early on. The mistake was realised too late, and Henry was built with many resulting flaws, and only a superficial likeness to Gresley's Pacifics. One of these flaws was an undersized firebox, making Henry an unreliable shy steamer.

The thief was delighted to sell his "White Elephant" on to the first desperate customer who came along - The Fat Controller. He had intended to buy a Great Central Railway Robinson Atlantic locomotive but was swindled and Henry was purchased instead. Henry arrived in 1922, and as the railway was facing a motive power crisis the Fat Controller, out of desperation, had no choice but to keep him.

When he came, Henry was vain and stopped in the Ballahoo Tunnel and refused to come out, believing that his paintwork would be spoiled by the rain. After several attempts to move him failed, he was bricked up in the tunnel for a duration of time, between several weeks to a few months, until Gordon broke down while pulling the Express. As Edward was unable to move the train himself, the Fat Controller offered to let Henry out of the tunnel to help. Henry eagerly accepted and was later freed from being bricked up.

Henry performed well and the Fat Controller promised him a new coat of paint, since Henry's existing paintwork had been spoiled more by his stay in the tunnel than it would have been by the rain. Henry asked to be painted blue like Edward, only for many people to confuse him with Gordon, much to the bigger engine's annoyance. The matter was worsened after a trip to the works when Henry was given a spare set of Gordon's buffers. These buffers were later removed after Henry - while boasting about them - ran into the buffers at Tidmouth. To cheer him up after losing his square buffers, the Fat Controller offered Henry to be repainted green, so as to end the confusion between him and Gordon.

Unfortunately, Henry was to suffer humiliation when he was pushed out of a tunnel and later hosed with water by an escaped elephant. After Gordon and James had suffered humiliations of their own (and all three had become thoroughly fed up having to do their own shunting and fetch their own coaches), the big engines went on strike. The Fat Controller naturally disapproved of this nonsense and locked them up in the shed for several days, leaving them miserable. However, they were let out again after promising to work hard.

The poor engine and his system - which was already finicky at best due to design flaws - never really recovered from his stay in the tunnel. Henry developed steaming problems, which he complained about constantly, though he found little sympathy from the engines, especially when it caused him to run late.

A period came when the Main Line engines were supplied with a poor delivery of coal and Henry had a very difficult time of it indeed. He had strength to pull trains only sporadically, in spite of numerous part replacements, and there was talk of being replaced by another engine. At last, the Fat Controller looked into it personally and asked for the opinion of Henry's Fireman, who told him about the poor coal and Henry's firebox being too small to burn it efficiently.