Henry Jr. was a graduate of the 1940 class of Cumberland County High School. Two classmates, and football team members, graduating from CCHS in 1938, Ben H. West Jr. and Cecil G. Buttram were killed in action. AMM 3rd Class Ben H. West Jr. enlisted Dec. 1, 1940, and was killed in action at Guadalcanal, Jan. 1, 1943, as a result of a plane crash. He was Crossville's first death in World War II. Tech. Sgt. Cecil G. Buttram, who enlisted Jan. 7, 1941, was KIA ten days later on Jan. 11, 1943, in North Africa.

H. O. Cox Jr. was enrolled in his second year at Tennessee Polytechnic Institute; however, he left college to enlist in the US Army Air Corps on Jan. 22, 1943, and was among the first to receive his pilot's silver wings at George Field, Illinois. He served in the 388th Bombardment Group (Heavy), 8th Air Force, 3rd Air Division, 45th Combat Wing, Station 136, Knettishall, England. This group flew 333 total missions from 1943-1945, 306 being combat missions. Henry O. Cox Jr. was a pilot in the 567th Bomb Squadron on a B17-F (Flying Fortress), the "Sondra Kay," named for the baby of one of the crew members.

The 8th Air Force Historical Society lists an engagement on Sept. 16, 1943, as follows, 93 of the 148 B-17s, after bombing the German U-Boat pens at LaPallice, and Luftwaffe installations, destroying 22 German aircraft, headed back to England. On the return flight the formations had to break up and return independently due to inclement weather. Four B-17 aircraft were lost, with 44 crew members killed in action. One plane crashed into the Black Mountains, one on Exmoor, one made a forced landing on three engines at Shobden.

1st Lt. Henry Oren Cox Jr.'s aircraft, short of fuel and in poor visibility, crashed near Rhayader, England. All 10 crew were KIA.

1st Lt. Cox was buried at the American Military Cemetery in Cambridge, England. He was posthumously awarded an Army Air Medal with Oak Leaf Cluster.