Your gun looks very much like a VT or NH made underhammer rifle (apparently missing a part or two); If you look carefully at the barrel flats you may find a maker's name stamped into the metal (D.H. Hilliard, A. Story, N. Kendall, or many others...) and even a serial number. If you can get hold of the books Vermont's Gunsmiths and Gunmakers to 1900 by Terry Tyler and The Muzzle Loading Caplock Rifle by Ned Roberts (inter-library loan is a wonderful resource; ask at your local library) you probably will see photos of many guns that resemble yours. I live in southern VT, and if your travels ever carry you up here I would gladly help you pin this down more precisely. Also, a visit to the Shelburne Museum in Shelburne, VT is highly recommended: it houses a superb collection of VT-made muzzleloading guns.
Eric Bye