Thanks for your interest. Yes, the reply I got seemed to cover my question well. I cannot seem to locate an Owen Connolly in the 1861 census. At this point I have more information, although I am far from solving the mystery.
The family is a little different than previously described.
My ancestors were Owen Connolly, wife Mary Carolan Connolly, and son Michael J. Connolly born April 17, 1861 in Wales. Owen and Mary were born in Ireland and, I believe were from County Monaghan, Meath, or Cavan. I do not have ages for either Owen or Mary. I believe they married in 1860. I know the family left for the United States 1862-1863. I believe they immigrated through Canada as no US passenger arrival seems to fit. They settled first in Johnstown, PA. Owen worked in the iron works, I presume. They then moved to Pittsburgh where Owen continued in an iron works company. Owen died about 1868-1870. Mary died about 1871-1873. There were three children orphaned: Michael J. b. April 1861, Richard, b. May 1867, and a girl.
I guess I'm way off topic now. Sorry.
I have done an exhausting amount of research to get to this point and would appreciate any advice you have. To even know if Michael J. was Michael Joseph or Michael John would be very helpful. Every clue counts.