It's a rimfire cartridge, and a fairly old one, at first I thought Henry but there's only one firing pin mark. Looks to be a .44 Short Rimfire.
Could have been fired in a Winchester or other rifle, or a pistol. It was made by United States Cartridge Company in Lowell Mass, They were in operation from 1869 until 1918, when the company was bought out, I can't remember if the US head stamp stayed in use after then, but I'm sure someone else here will know