Previously, I only had records from after Henry and Sarah Jane were married. I did have an 1852 census record that looked promising, but I couldn't be sure that it was him. He was the right age, and had parents named Joseph and Elizabeth, but those are pretty common names, so I wasn't confident.
Then, in response to one of my usual queries looking for their marriage record, someone posted a transcription of an 1841 England census record. There were enough common family members for me to be sure that this one matched the 1852 record. But again, that didn't tell me if these records were for my Henry Prince.
To try to fill in the gap, I went to the library to use Ancestry Library Edition to check the 1861 Canadian census. I found this record. It shows Henry Prince married to Sarah, proving that this is my Henry. But again, no sure way to connect it to the earlier records.
At this point, I made a very smart decision: I went back over what I had! Always a good idea! And that's when I found the answer. In the 1881 census, there's another Prince living with Henry, Sarah Jane, and their children: James. He's 33, exactly the right age to be Henry's brother James from the 1852 census. With everything else lining up so nicely, this was the bit of evidence that brought my confidence to the point where I strongly believe that the Henry Prince in those earlier records is in fact my ancestor.
So, that 1841 England census record is quite exciting! At that time, Henry was living in Bramshaw, Wiltshire (Bramshaw used to be split between Wiltshire and Hampshire; it is now completely in Hampshire.), which is also where he was born. This is far from most of my other English ancestors, almost all of whom originated in West Yorkshire, in Huddersfield and the surrounding areas. So I have another county to explore! And by explore I mean research because who can afford a trip to England? :)