Henry is thought to be one of three sons of Nicholas Stevens and Elizabeth Storkey, born in Little Sodbury, Gloucester, England.
Henry Stephens first appears in the records of the town of Stonington, Connecticut in 1668. His name is on the first census list, taken February 2, 1668, as given by Honorable Richard A. Wheeler in his history of the town of Stonington. That census recorded 43 inhabitants in the town.
Henry's birthdate is commonly given as either 1644 or July 20, 1656. A birthdate of 1656 is unlikely, as a boy of 12 would not have been enumerated in the Stonington census in 1668. It is more likely that he was born in about 1644, so that he was about 24 years old in 1668.
Henry Stephens served as a Selectman of Stonington in 1696-1699, 1702-1704, and 1707. He represented the town in the General Court or Colonial Legislature in 1699-1702 and 1706-1707. He was one of the incorporators of the town of Stonington on 24 October 24 1716. He owned land in Stonington, North Stonington, Plainfield, and Voluntown, Connecticut.
He and his wife were admitted to the Congregational Church on 6 February 1726. He died before 9 August 1726, when his will was probated at New London, Connecticut.
Marriage and Children
Henry Stephens was married to Elizabeth Gallup, a daughter of Captain John Gallup and his wife Hannah (Lake) Gallup. Their known children were:
Thomas born Dec 14 1678; baptized Feb 18 1693 m 1st May 26 1702 Mary Hall m and Mar 14 1719/20 Abigail Wine or Wynne.
Richard b Jan 25 1680; baptized Feb 18 1693 m June 9 1704 Sarah Harker
Henry b Nov 20 1681; baptized Feb 18 1693 m Mar 2 1708 9 Elizabeth Fellows
Elizabeth; baptized Feb 18 1693 m Henry Elliot
Lucia or Lucy, baptized April 22 1694.
At his death, land that had not been transferred to his children during his lifetime was bequeathed in equal parts to his widow and his sons Richard and Henry. 
Nicholas STEVENS - b. about 1620, Little Sodbury, Gloucestershire; d. Jun. 11, 1675, Gloucestershire Son of Thomas STEVENS and Mary WALLE. Nicholas served as leader of a train band in Oliver CROMWELL's army in the 1640s. He became Captain on Apr. 18, 1645. An alternate death date of Sep. 27, 1670, Albemarle, VA for Nicholas also appears, depending on accepting Nicholas migrating to America and being in Taunton, MA by 1669 before settling at Jamestown, VA. Married Sep. 9, 1641, St. Peters Church in Cornhill, London.
Elizabeth STORKEY - b. about 1614, Little Sodbury, Gloucestershire.
Children of Nicholas and Elizabeth Stevens
Henry - b. about 1644, Little Sodbury, Gloucestershire, England; d. 1726, Stonington, New London Co., CT.
Nicholas - b. about 1648, Little Sodbury, Gloucestershire; d.Aug. 6, 1674, Haddam, CT. A resident of RI, he was on his own boat in the Connecticut River when accidently drowned.
Thomas - b. about 1662; d. 1751, Craven Co., NC. Resided in Perquemins and Craven Cos., NC. Married first by 1690 to Jane, and second about 1713 to Mary KASWELL, daughter of Francis KASWELL. Children of Thomas and Jane STEVENS: Thomas married; Sarah married Ben BROCKETT; Elizabeth; Mary; and Anne. Children of Thomas and Mary STEVENS: Frances; and John married first Grace RAIFORD, and second Sarah.
↑ The origin of the July 20, 1656 birthdate for Henry Stephens that is widely seen on the internet may be a birth record from Boston, Massachusetts, on that date. The birth record is for "Stephens Henry sonne of Henry and Mary borne 20 July 1656." It appeared in The New England Historical & Genealogical Register, vol. 10 (1856), January. p. 68, In "Early Records of Boston," copied by Wm. B. Trask (obtained from Ancestry.com at http://interactive.ancestry.com/2129/32608_234072-00081/161368 ). The man born in Boston in 1656 is Henry Stevens, a different person .