Where was James Alexander Millegan born/from?

According to a story passed down in the Wallace Millegan family, James came to the US when but six with a brother and sister. While leaving the ship at New York City, the family was separated, and James was left behind alone in the new strange world. (recalled by Eudora Woodworth Millegan)

@James Alexander Millegan
Mary Esther Millegan wrote "James A. Millegan was born July 1796 in New York...."