McIntyre was born in Kenosha, Wisconsin and began working at a young age to support his widowed mother. He showed an early aptitude for dancing and acting. McIntyre sold candy on trains and when "the passengers were in danger of being bored Jim would get out in the aisles and entertain them with his clever acting." He learned the dance form known as clogging, which is part of the tap dance style. In his early teens he was keen on joining the circus troupes that passed through Kenosha. His mother initially prevented him from doing so. In 1870, he joined the McKenzie circus and then in 1871 joined the Burton and Ridgeway minstrels and toured the South and Western states for a year. Later he performed with the Katie Putnam Troupe, and toured with the Great Transatlantic circus in 1873.