 Hensley and his older brother, Eugene, first began working in the liquor distribution business before World War II, being in the employ of Kemper Marley, Sr., an Arizona rancher who had become wealthy in that business in Phoenix and Tucson following the end of Prohibition.The brothers started the United Liquor Co. in Phoenix and the United Distribution Co. in Tucson.Jim Hensley then served three years as an officer in the United States Army Air Forces during World War II.