Harry was born in Dublin, Ireland on Sunday, November 12, 1876 to Joseph and Catherine (nee Kearns) O'Keefe. In April 1883, when he was 6 years old, the four of them immigrated to the United States and settled in Cleveland, Ohio. Harry enlisted on September 19, 1898 when he was almost 22 years old and served until January 25, 1899 in "F" Troop, 2nd U.S. Calvary. After basic training and because the Spanish American war ended December 10, 1998, he was discharged in Huntsville, Alabama and returned to Cleveland. However, shortly after The Philippine Insurrection began in February 1999 he re-enlisted in Cleveland on March 13, 1899 in "M' Troop, 4th U.S. Calvary. He contracted malaria, suffered malnutrition and food poisoning while he served in the Philippines. After attaining the rank of sergeant was finally discharged on March 18, 1902 in California and then returned to Cleveland.