Thomas Cockey (1676–1737) settled in Limestone Valley in 1725 at Taylor's Hall (an area now just north of Padonia Road and east of Interstate 83).

As a businessman before being appointed as judge, in the 1830s he built the train station (which would be a stop on the Pennsylvania Railroad) and accompanying commercial buildings.

On July 10, 1864, Confederate cavalry under General Bradley T. Johnson entered Cockeysville, destroying telegraph lines and track along the Northern Central Railway.

It includes a castle-like structure known as Bonnie Blink ("Beautiful View" in Scots), which is the retirement home for Master Masons, Eastern Star ladies and eligible family members.

Located throughout the Grand Lodge are detailed, hand-laid tile storyboards depicting Masonic themes.

The museum has the desk that George Washington resigned his commission on, prior to becoming president, a rare Latin Bible from 1482, and some jewels and regalia of Maryland's past Grand Masters.

It is bordered on the east by Loch Raven Reservoir, on the south by Timonium, and on the west by rural Baltimore County.

The area used to be served by the Northern Central Railway, a wholly owned subsidiary of the Pennsylvania Railroad (PRR).

Located on the PRR's Baltimore-Harrisburg mainline, Cockeysville saw the passage of many named interstate passenger trains as late as the 1960s, such as the Liberty Limited and the General to Chicago.

Less than two years later, on April 21, 1865, Lincoln's funeral train also passed through Cockeysville on its way from Washington, D.C., to his final resting place at Springfield, Illinois.