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Many thanks for the info.  I'm out of the country at present but that's a good starting point when I return later in January.  Henry had children with his common law wife ( after he and Mary had first split and following her death ) in Derbyshire and Nottinghamshire whilst still working on the railways.  He later settled in Barnsley before his own death in 1899.  At that time he was still a railway ganger.
He obviously followed the railway system around wherever there was work.  It's good to learn the dates when the railways came to the Appleby area.

Ernie

Once again, I seem to have been entrenched in my search for Henry Free in believing that the age at his death was correct within a year or two but, now that I'm prepared to look a little further, there are plenty of other paths to explore.  Mary, born in Appleby, married Henry Free in 1873, their son,Thomas Proud Free, being born in 1875.
Referring to the 1881 Village Railway Hut, Potter Hanworth census return, Mary is probably about the right age and Thomas P ( which is probably Thomas Proud ) is the right date of birth for Henry and Mary's son.  I will check the original later but has he changed his name to Walker or is that some sort of job title.?
I believe that this might really be another pointer to the Free family but there are so many potential lines of enquiry, it might be a job to look at in the cold, dreary days on January.
Many thanks for an excellent post.
Ernie 

Many thanks for your suggestions.  I have struggled with this particular line of the family for a long time but you may have set me off on a new track. 
There were no FREEs on the witness list at their marriage.  The informant on his death was my G-Grandmother, Annie Booth WATSON.  She is shown as his 'wife' but I don't believe they ever married.  She had only married a John Henry PYE a few years earlier and seems to have then become Henry's common law wife shortly afterwards.  His probate records show that his money went to his son ( with Mary), Thomas Proud FREE who was born in East Ward suggesting that he never married Annie.  Mary had died in 1886.  Annie then went through financial hardship before marrying again to a Barnsley coalminer, JOHNSON.
Thomas ended up in Wales whilst Henry moved to Chesterfield, Nottinghamshire and eventually South Yorkshire.  He was a railway labourer so it is quite conceivable that he started off in Lincolnshire.
On a last point, he had two children with Annie, one of whom was named KEZIAH, my maternal Grandmother.  There's plenty of circumstantial evidence there to warrant further investigation of the Lincolnshire connection.  Many thanks.

My G-Grandfather HENRY FREE married MARY PROUD at St Lawrence's Church, Appleby on December 27 1873.  Henry's father is shown as ISAAC FREE.  Bride and groom were shown as 'Full Age' and both resided in Appleby.  However I can't find any record of the FREE family in the 1871 census or any earlier records.  Both Henry and Isaac are shown as labourers.  Has anyone any idea where they came from as they appear to have 'dropped from the sky' into Appleby from .....?