He must have originally mustered into the 27th Battalion Virginia Cavalry (Mounted Rifle). There appears to be no muster rolls available for this unit. I've added information below which may be useful in your search

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James A. McCurry, Private, Company K, 27th Battalion Virginia Mounted Rifles,* enlisted July 1, 1863 in Scott County, Virginia by Lt. Logan for 3 years, died at Emory & Henry Hospital, 1863,** no other information,

* This company was formerly Lt. Deyerle's Detachment of Artillery. It subsequently became Company K, 25th Regiment Virginia Cavalry.

** Recorded only on the Company's March 26, 1864 muster roll

The 27th Battalion Virginia Cavalry, Partisan Rangers, or Mounted Rifles (also known as Trigg's Battalion Partisan Rangers), was organized about September 1, 1862, Captain Lyle's Company was added and designation changed to the 25th Regiment Virginia Cavalry, July 3, 1864

Company K Muster Rolls [Formerly Co. K, 27th Regiment Virginia Mounted Rifles]

- March 26, 1864, stationed in Scott County, Va.

- Nov. & Dec., 1864, dated Dec. 31, 1864, stationed in Green County, Va.

Record of Events

This company has not been organized quite twelve months & with the exception of about two months (while in the garrison at Saltville) has been in Constant and active service. For the last two months have been serving principly in Page Valley (Page County, Va.). Although not engaged in any pitch battle during the past two months, they have been in several skirmishes and have experienced most arduous service.
A. L. Edmundson, 2nd Lieut. Comdg. Co.

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Unit Information

Company K, 25th Virginia Cavalry, formerly

Co. K, 27th Battalion Va. Cav. (M. R.) &
Co. K, 25th Va. Cav.

Organized March 26, 1864, formerly Lt. Deyerle's Detachment of Artillery

G. L. Lyles, Capt., Capt.
B. P. Deyerle, 1st Lt., 1st Lt.
A. L. Edmundson, 2nd Lt., 2nd Lt.
D. L. Blankenship, 2nd Lt., 2nd Lt.

M324: Compiled Service Records of Confederate Soldiers Who Served in Organizations from the State of Virginia

Some additional information on the 25th Battalion:

http://www.mycivilwar.com/units/csa-va/va_cav_27_batt.html

http://www.nps.gov/civilwar/search-regiments-detail.htm?regiment_id=CVA0025RC

http://history-sites.com/cgi-bin/bbs53x/vacwmb/webbbs_config.pl?noframes;read=3915

http://history-sites.com/cgi-bin/bbs53x/vacwmb/webbbs_config.pl?noframes;read=7302