McElroy was born to Robert and Mary Henderson McElroy in Greenup County, Kentucky. When his father died, he traveled to St. Louis to become an apprentice in the printing business. As a sixteen-year-old in 1863, McElroy enlisted in the Union Army as a private in Company L of the 16th Illinois Cavalry regiment, having earlier served with local Union troops in operations near St. Louis. In January 1864, he was among dozens of men captured in a skirmish near Jonesville, Virginia, by Confederate cavalrymen under William E. Jones. According to his book, Andersonville: A Story of Rebel Military Priso...