Henry was the son of Copley Amory [1866-1960] and Mary Forbes Russell Amory [1870-1961], and a descendant of the artist John Singleton Copley [1738-1815]. Henry had two brothers, Copley Jr. and Walter, and two sisters, Katharine Amory Smith and Elizabeth Cole Amory.
Linzee, John William. The Linzee Family of Great Britain and the United States of America. 2 vols. Boston, 1917: 2:796.