Is this him:?
1910 US Census: District 0111, Representative District 4, Sussex, Delaware:
Donnelly, Nellie E., head, 25, married (first marriage; but husband not enumerated with this family); m 7 years; 4 births; 4 living; born DE of DE-born parents.
-, Charles H., son, 6, b PA of PA-born father, DE-born mother
-, James L., son, 5, ditto
-, Norman E., son, 4, ditto
-, Joseph E. son, 1y 4 months, b DE of PA-born father, DE-born mother
In 1920, looks like the above family was reunited and back in Philadelphia (District 0376, Ward 18, 520 East Thompson):
Donnelly, James J, head, 40, b PA of NY-born father and Irish-born mother; driller, shipyard
-, Nellie E., wife, 36
-, Charles, son, 16
-, James, son, 14
-, Norman, son, 13
-, Joseph, son, 11, b DE
-, Francis, son, 1y 9 mo, b PA
In 1930, it appears that James and his father (not identified as widowed) are enumerated with James' brother, Charles Donnelly, now married with children District 832, Philadelphia, PA on Moyer? Street. Nellie not with them. James Jr is 25 and marked as Divorced, so somewhere between 1920 and 1930 he married, then divorced. He was a printer, newspaper; his father James, an ironworker, shipyard.
There's a single James Donnelly, single, lodger, right age, salesman, whole tea, living in Philadlehpia in 1940.