April 20 1895
Sporting Life
http://www.la84foundation.org/Sports.../SL2504014.pdf
A discussing regarding establishing a Proof House in the U.S., which did not occur.
As Rick said, U.S. makers test their own guns:
Hunter Arms proof marks first appeared about 1922
LTC Calvin Goddard writing in
Army Ordnance in 1934, stated that Hunter Arms proof tested 12ga 2 3/4" chamber barrels at 14,300 psi.