jnpope: He moved up and down the railway line as he kept getting promotions over the years. It looks like the furthest west he had lived on the line was Altoona.The <Harrisburg Telegraph>, 1899.06.17, p5, gives "H. E. Waters, assistant supervisor on the Sunbury and Lewiston Division was transferred to Philadelphia last week and Mr. Pershing has been appointed in his place."
The Rising Sun <Midland Journal>, 1902.11.14, p2 mentons "H. E. Waters, assistant supervisor of Division No. 1, Maryland Division, promoted to succeed E. B. John, of Delaware Division, No. 3, transferred to Central Division"
<Harrisburg Star-Independent>, 1910.09.23, p7, reports "...Supervisor H. E. Waters and Assistant Supervisor Frederick Evans, who have charge of the track between Baltimore and Springfield, Md."
<Harrisburg Telegraph>, 1914.06.29, p7, as noted earlier mentions him being promoted to the Middle Division (which included https://en.wikipedia.org/wiki/Miffl... ).
"H. E. Waters, Mifflin, Pa." is given as a solver in the <Brooklyn Daily Eagle>, 1914.12.10, section 2, p3.
The Waters vs Arata game is first given in the chess column of the <Brooklyn Daily Eagle>, 1915.10.21, section 2, p7, along with identifying "Dr. G. C. Arata of Manhattan" and "H. E. Waters of Miffin (sic), Pa." The <Eagle> of the same date gives "Dr. G. C. Arata" and "H. E. Waters, Mifflin, Pa.", as solvers in the same issue (and he's a solver from that location in multiple issues of the <Eagle> for 1915).
<Pittsburgh Gazette Times>, 1916.10.08, Fourth Section, p7, has him as a solver and correspondent "H. E. Waters of Altoona, Pa."
1922 Rutgers Alumni catalog lists him still living in Altoona, Pa.
1924.05.07 issue of the <Altoona Tribune> has "Mrs. H. E. Waters, of 2313 Broad Avenue" (same address as given in the City Directory for the husband), so they were probably still there in '24.
A family tree on ancestory has him listed as living in Philadelphia in 1930 (so apparently he moved sometime after 1924).
Multiple issues of the <Philadelphia Inquirer> column for 1937 just list him as "H. E. Waters" in their list of solvers (so I presume he's local to Philly still).