Jim -
The First Indiana was recruited from "all" the counties fronting the Ohio River, in theory 14 companies. However, the companies which rendezvoused at Madison (SE Indiana) were sent east and became the Third Indiana Cavalry (tho known as the "First" for a couple months). The six companies which rendezvoused at Evansville under Col. Conrad Baker became the "true" First Cavalry, companies A-H, and were from Posey (C,D,H), Vanderburgh (A,B), Warrick (G), Spencer (F) & Crawford (E) counties (west-to-east) in the southwest part of Indiana. Slightly later in '61 two independent companies, already serving in the east, were added to the First as companies I and K, but are of no concern to students of the Trans-Mississippi. New Harmony (Posey), Evansville (Vanderburgh), Rockport (Spencer), and Leavenworth (Crawford) would be good towns to target for newspaper searches. Good Luck! Sounds like a big project.
John