Gunner's horns, for priming the vent holes on land and naval Artillery and later the LARGE flintlocks to set off Naval Guns, commonly had screw plugs to fill the horns by the 1750's, if not much earlier. I don't know how much earlier, though, as that is before my area of study.
Some civilian used powder horns had screw plugs to fill the horns by the mid 18th century, though as far as I know, they were not real common and usually the product of a commercial Horner. Actually, I would also be interested if someone more knowledgeable on period horns could give us an idea of how common they were and if they were more likely to have come from some state or region. GOOD question!!
Gus