Henry is a city in Marshall County, Illinois, United States. The population was 2,320 at the 2020 census. It is part of the Peoria Metropolitan St…Henry is a city in Marshall County, Illinois, United States. The population was 2,320 at the 2020 census. It is part of the Peoria Metropolitan Statistical Area. Henry is named after General James D. Henry and was initially surveyed in 1834. The topography of the land on the west side of the Illinois River, with relatively steep banks rising well above river level, assured early settlers that their homes would not flood.