The one that comes to my mind is the monument to Heyward Shepherd at Harper's Ferry. Shepherd was a free black man who was a night watchman for the B&O Railroad rather than a soldier, but the monument itself explicitly links his death at the hands of John Brown's raiders to the "the character and faithfulness of thousand of Negroes" during the war years.

The monument was erected by the Daughters of the Confederacy and the Sons of Confederate Veterans in the 1930s and it's a pretty good reflection Jim Crow era attitudes about the place of black people in society. There was significant opposition to the monument at the time by black civil rights groups, including an attempt by the NAACP to put up a monument that reflected their perspective on John Brown's raid.

While it's not an answer to your question, it's important to put the experience and numbers of African Americans "on the side" of Confederacy in context, which I believe this answer by /u/Georgy_K_Zhukov does in a great way.