I found this page as I was also interested in Jim Hercules.

There is mention of Jim Hercules on page 126 of a book I am reading now by Greg King, "The Court of the Last Tsar". There is even a picture of Mr. Hercules taken in 1891. Mr. King says in his book that Jim Hercules was born to former slaves in the American South in 1867. After the Civil War he moved to New York City and became a famous boxer. He toured Europe, settled in London, and took British citizenship. Alexander III's wife invited him to Russia, and Alexander III offered him a position as an Abyssinian guard. There is more; please check Mr. King's book in the library (I got it at Amazon.com).

Best regards,
G. Benner, Pennsylvania