I've dug up as much as I can from the records our family has.  We can trace back to a David Knox, who was born in CT in 1826.  His father John was born in Ireland in about 1790.  He must have moved to CT as a young man, since we have record of him (John) marrying Phoebe Lyon, who was born in NY in 1792.  John is listed as having brothers Robert and Thomas, both born in Ireland, but we don't know what happened to them.  David must have moved to NY, since his son Charles (from whom we are descended) was born in NY and died in Binghamton, NY, where all my known Knox ancestors since then have been born.