Per gen. records, one Wright family was from Lunenberg Co., Virginia and moved to Georgia (Lincoln, Wilkes).
One in particular, Meredith W., died in 1860 in Pine Level.
If James worked for this family, he may be mentioned in some of the family records.

Another Wright was David F., son of Nathan and Mary Polly Fulton, who died in Pine Level around 1867.

Also, you should search the land records. Perhaps James bought his land from his 'employers'. This would give you another surname to research.

You wrote:
Finally, I would follow the SC/MO mention. It could have been an error on the part of the Census taker, but do not discount it.
Were there any neighbors or other area surnames from Missouri? From SC?

Where is the connection?
Working from the known helps.
Some 'connections' may be circumstantial, but they become targets for additional research in your quest.

Good luck, and please keep us updated.

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Thank you for the suggestions.

I have been looking into Meredith and David Wright for many years. I read the Will for Meredith Wright and didn't see any names of slaves that matched my family members. However, one of his executors was the father of a man who lived next door to my ancestors in 1870. I have found an index for David's will, but will have to try to read a copy. Throughout the years, I have reached out to Wright family members asking if they had wills, deeds, etc. that listed their slaves by name, but have had no luck in getting their support.

I searched land records for James, but didn't see a match. Any suggestions that you may have would be greatly appreciated.

I have not followed the MO lead because I thought I would hit a break wall without James' parent's name. I will search neighbors to see if anyone came from MO to AL.

I tried to research if the Wright Family made a stop in MO in their migration from GA to AL. Yes, I took a look at everyone who came from SC, but want to continue to pursue this.

Thank you again! I will definitely keep everyone posted on my progress.