Carl, I've already checked that Harper's Weekly illustration, and the news-article which accompanied it. Neither of them tell the location. (Edit-note: Emike's post showed up while I was typing this one.)
Beginning in Spring 1993, "The Artilleryman" magazine published the entire Document 99 records of January-1861-through-June-1866 US Ordnance Department artillery projectile purchases, listed under each manufacturer's name. Because Document 99 is so large, the information had to be spread out over several issues of the magazine. Unfortunately, I do not own all of those issues. On Relicrunner's behalf, I checked the ones I've got. The info in the Fall 1993 issue's data says J.T. Ames of Chicopee MA manufactured James projectiles. The Ames data specifically mentions 3.8" James bolts and 7" James bolts and shells.
The Ames data also lists 3.67", 4.62", Rifled 24-pounder and Rifled 32-pounder bolts and shells, but does not specify that they were James projectiles. However, I suspect they were indeed James projectiles, because Parrott, Hotchkiss, and Schenkl bolts and shells do not exist in 4.62" or Rifled 24 or 7" calibers. EXCEPTION to that statement: Jack Bell's book lists a SINGLE known specimen of Rifled-24 and 7" Schenkl shell (but no bolts in those calibers). So, having eliminated Parrott, Hotchkiss, and Schenkl in those calibers, what else other than James could the Ames-made projectiles in those calibers be?
Regards,
Pete