Funny you should mention the Virginia connection...I found this web page (http://www.ericjames.org/html/fam/fam14242.htm) suggesting that one of the James Dinkinses (and we know the name carried on through the family at least through WW II) as having married a Mary Gross, sister of Jesse James, in Virginia around the time of the Civil War.

People were a lot more mobile back then than we give them credit for!