This is the hint that started my Danville quest.  From “The History of Kentucky” (written in 1922) page 437-438 found in Google Books. (My own additions in parentheses.)

Oscar M. Smith has been a member of the Russellville bar for fourteen years, and during a large part of that time has occupied his present position as city attorney. Whatever he has found to do he has done to the limit of his strength and abilities, both of which have been of the highest order, and thus while rising in professional prestige he has also won and held public confidence and regard.  Mr. Smith was born in Russell County, Kentucky, August 21, 1872, and is a son of Rev. Elias and Mary C. (Davis) Smith.

The great-grandfather (my John M. Smith) was a native of Virginia and was the pioneer of the family in Kentucky, where he was an early settler of Danville and became a large landholder and the owner of many slaves.  His son, Elias Smith (father of Rev. Elias Smith) was born at Danville, and was twenty-one years of age when he came to Russell County, Kentucky. Following in the foorsteps of his father, he became a planter whose broad acres were tilled by slave labor, and his death occurred on his plantation when he was forty-eight years of age (the dates on his tombstone: 9 Feb 1810 – 21 July 1853) before the birth of his grandson (Oscar).  Elias Smith married Elizabeth Meadors (sic) who was born in Russell County in 1823 and died at Marrowbone, Cumberland County, this state in 1895. (I have confirmed the Elias Smith owned a large amount of land and slaves)

Rev. Elias Smith was born in 1847 in Russell County, Kentucky, and resided there on is farm until 1882. In that year he removed to Jamestown, this county, where he was a preacher of the Methodist Episcopal faith for one year, then going to Monticello, Kentucky, where he carried on preaching for four years.  The five years that followed were spent at Greenville, and for one year he was pastor of the church at Cerulean Springs, a like period being passed at Dixon. In October, 1905, he came to Russellville, where he purchased a home and farm, his main reason being to educate his daughters in Logan College, although he still carried on his ministerial labors. While driving in the streets of Russellville, April 21, 1914, his horse became frightened and ran away, and in the smash-up which followed Rev. Elias Smith was killed. (I wonder if I can find a newspaper account?)

More information follows about the life of Rev. Smith, which I don’t think helps me in my quest.

Notes that I wrote to myself:

Oscar M. Smith – b. 21 Aug 1872 in Russell County.

Parents – Rev. Elias Smith and Mary C. Davis
b. 1847 in Russell County
moved to Monticello, Wayne Co. in 1883
d. 21 Apr 1914

Grandparents – Elias Smith and Elizabeth Meadows
b. in Danville (new information. According to “Russell Co, Kentucky, cemetery records by Irma Shepherd, Elias’ tombstone says he was born in 1810)
Elias came to Russell County at age 21 (abt. 1826-1831)
d. on his plantation at age 48
m. Elizabeth Meadows who was born in Russell County in 1823 d. in Marrowbone, Cumberland Co, 1895 (I know they were married in 1834 in Russell County)

Great-Grandfather – Would be John M. Smith
native of Virginia (all of Kentucky was Virginia until 1792)
early settler of Danville
large landowner with many slaves

There are several John Smith’s listed in Mercer County tax records and one in particular has 450 acres up to 1824. In at least 1 of these tax records, he’s listed with a military rank.  There is no John Smith with 450 acres listed in Mercer County in 1825 or 1826 – about the same time that John M. Smith purchases land in Russell County. I’d love to find land transactions that show when this man left Mercer County. Of course, if it happened to mention that he was moving to Russell County, I wouldn’t turn that down! I need to order the films and maybe have a chance to look at them over Thanksgiving break.