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Records for Annakissy/Killavullen RC parish start in 1805 for marriages and 1806 for baptisms. I searched on the subscription site Roots Ireland and was unable to locate a marriage record but did find a baptismal record for a sister Mary. See transcription below.
I also looked at the Tithe records from the late 1820s/early 1830s and there are two possible records for your James: One in Wallstown civil parish and the other in Clenor civil parish.
Name:Mary NagleDate of Birth:
Date of Baptism:15-Apr-1810Address:
Father:James NagleMother:Mary HenessyOccupation:
Sponsor 1 /
Informant 1:Mary CroftsSponsor 2 /
Informant 2:James Curtin