Alfred Bullions 31 born in England living in Knoxville in 1870 could work. I can find that same entry on Ancestry.com though. I must have something entered incorrectly when I search for it.
I have heard two stories of the first Bullion that came to the US in my family. In both stories he came here from England.
Story 1 has this man as an illegal stowaway on a ship. As the story goes, he jumped ship when close to shore before pulling into port and swam ashore. I do not know if this man would be Alfred Herman or his father or maybe even grandfather. But Alfred Herman does list his father as having been born in England while listing himself as being born in Tennessee and his mother being born in Tennessee.
Story 2 has the first Bullion coming to America by himself leaving his family behind in England initially and later sending for them to come over. In this story, Mrs. Bullion and her twin sons leave England on a ship to join their husband/father in America. While enroute, the mother gets sick and dies on the ship. When the ship reaches America (port unknown) the father never shows up to pick up his sons. The twins are separated each going with a different family to parts unknown. As this story goes, the two twins never saw each other again.
It's very frustrating. As I mentioned, my mother's father was Ballard Arthur born around 1911, but he died of TB in 1935 when my mother was only a few months old. Supposedly, he died in a sanitarium near Lynchburg, VA. I do know that Ballard Arthur's mother was Margaret Arterburn and she was from Rogersville or at least Hawkins County and my mother visited her around 1950.