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Little Joe was a program to test the Mercury launch escape system and heat shield. The 8 unmanned flights (2 with monkeys!) plus one pad abort were all launched from Wallops Island, Virginia.

Why were these launches done in Virginia -- with Washington, D.C. within the launch radius -- instead of more remote locations such as White Sands, Canaveral, Muroc (later called Edwards AFB) or Cooke (later called Vandenberg AFB)?

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    $\begingroup$ Wallops Island is still used for launches today. $\endgroup$ – GdD May 7 at 8:26
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Reading a bit "between the lines" of a NASA history book, it seems that Wallops was already the main workspace / location for PARD (Pilotless Aircraft Research Division) , part of NACA (National Advisory Committee for Aeronautics) .

The PARD's experience at Wallops put the NACA in a very good position. Deriving accurate data using the rocket model technique required some expertise. One Ames engineer noted, "Most of the missile manufacturers are engaged in obtaining aerodynamic data from firings of their missiles. Almost without exception they would like to know the secret of PARD's success in getting reliable data from such firings."[..] Desiring to take no chances, Headquarters elected to pursue a balanced program. One path led to the X-15 and ultimately the Space Shuttle, the other led to Projects Mercury and Apollo-4

and

Obtaining in-flight performance data required a more elaborate series of tests, however, including a booster large enough to launch the tower and capsule combination, and simulate the aerodynamic conditions the Atlas would produce. To provide a vehicle for this task, one that would be operable from Wallops, Langley modified the booster design earlier proposed by PARD by reducing the number of solid-fueled motors from seven to four. The resulting "Little Joe" booster could hurl a production Mercury capsule and tower to a height of 100 miles and simulate the Atlas well enough to provide valid data.

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Wallops Island was already an established flight test facility, and there has been a number of rocket launches, for instance the explorer series. It was also close to NASA's facility in Langley, Virginia, which is where many of the scientists and engineers were located at the time, the other main location was Huntsville, Alabama, which was not that far away from Wallops.

White sands was most of the way across the country so would have meant lots of travel was required for staff, for no benefit. NASA launch control facilities were still being built at Cape Canaveral, and again there was no benefit to testing there.

Simply put, why would they launch from so far away when there was already a perfectly good test facility on their doorstep?

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