The visits of the New Zealand boss to the NFL's New York Giants and baseball's famed New York Yankees reinforces his desire to ensure he has covered every possible avenue as he takes his final steps towards next year's tournament.
"It was good to look at major professional franchises in the USA," Henry told Sunday News last.
"We discussed different things about professional sport and how you deal with different pressures.
"We came away thinking we're not in bad shape to be frank."
Henry, who was accompanied by assistant coach Steve Hansen and scrum guru Mike Cron, was keen to quiz the Giants' medical and conditioning staff.
"We were impressed with what they were doing around conditioning," said Henry.
"We're trying to produce explosive athletes and obviously they are too.
"They had some good ideas about how to do that.
"You always pick up one or two ideas that may help.
"And we were pretty impressed with their medical people. But we came away thinking that we were pretty much on the job."
The Giants also gave Henry an insight into the latest in video analysis.
The All Blacks management group get the same statistics on players that are supplied to the five New Zealand Super 14 franchises and Air New Zealand Cup teams.
"There were some valuable lessons to be learnt from their analysis systems," Henry said.
But perhaps most valuable was Henry's conversations with Yankees general manager Brian Cashman.
Like the All Blacks, the Yankees are rich in history.
As well as being the the most successful MLB franchise with 26 world championship titles, they also boast some of the greatest names in America's favourite pastime.
The likes of baseball's greatest ever slugger Babe Ruth, the famed "Yankee Clipper" Joe DiMaggio, Mickey "The Mick" Mantle, "Mr October" Reggie Jackson and Jackie Robinson - the first black player in the major leagues - cast huge shadows over today's superstars like Alex Rodriguez, Derek Jeter and Johnny Damon.
The comparisons with the past are something today's All Blacks constantly battle as they are compared with the World Cup champions of 1987 or greats like Kevin Skinner, Brian Lachore and Colin Meads.
"We discussed the pressure of living up to the past," said Henry.
"There is a huge amount of memorabilia from the past (in and around the Yankees Stadium). But for their current players - like our current players, although they respect what has gone before them -it is not a huge motivator for them.
"The legacy is important. Adding to the legacy is important. But it is not motivational to the players.
"(Some All Blacks) don't know who Wilson Whineray is. I do!
"But they get motivated by current things. So do the Yankees.
"The Yankees organisation talk about 'keeping it in the now' rather than looking back to the past.
"The past is important but for the All Blacks' current players they are motivated by the challenges in front of them rather than trying to match what has gone before them."