Mostly a reminder to make myself work on this project.
I am currently in the throes of a massive original writing project -- to wit, a trilogy of alternate history novels set in 1896 and 1875. Naturally, I am in need of names for characters and places, general stores and brands. Most of those I have already sorted.
The remaining factor is names, and for historical near-accuracy, I'm going to the Death Index to find them.
Mind you, the SSDI contains information on pretty much everyone (as far as I know) who has died since Social Security was instituted. This is a metric fuckload* of information -- ten times an assload, if you will.
Sorted to show only results for people born around the same time as Character X would have been, it's still an assload of information.
*For our purposes, fuckload is equal to 90.1 million -- the number of records in the SSDI.
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Social Security in the US was devised by Frank Roosevelt in 1935. With that in mind, your characters would have been named in 1855 at earliest for the 1875 date. Meaning that whomever was left to die lived to be over eighty years old.
Frankly, if you want a better way to go about it, I'd look up the names of the people who made up regiments during the U.S. civil war. I'd recommend the Philipine American War, but that's too late for your times.
There's a place that lists civil war solders. It's useful for first names, can't help you with last names though.
Aside from that, I know they sometimes put this sort of stuff in almanacs. Try there?