Recognizing the need for a new rural cemetery, Archbishop Peter Richard Kenrick purchased Senator Henry Clay’s “Old Orchard Farm” in 1853, located several miles northwest of St. Louis.

[citation needed] Prior to the establishment of Calvary Cemetery, parts of the Clay farm had served as a burial place for Native Americans and soldiers from nearby Fort Bellefontaine.

Graves at other Catholic cemeteries across St. Louis, such as Old Cathedral, Rock Springs, Holy Trinity, Old St. Patrick's, New Bremen and others were also dug up and reinterred at Calvary.

Many former St. Louisans choose to be returned to Calvary for burial, including August Chouteau X, a great-great-great grandson of the city's founder, who lived most of his life in Los Angeles, California.

In 2003, a Lewis and Clark Bicentennial Grant funded the construction of a monument at Calvary Cemetery to honor four Nez Perce men who had traveled to St. Louis in 1831 from their home in present-day Idaho.