The Calvary Wesleyan Church was chartered in 1932 as the Pilgrim Holiness Church. Their first sanctuary was the Daniel Miller home on Pine and Walnut Streets. The present church was built in the 1870's by the United Brethren Church, who later sold it to the Episcopal Church. They sold it to the Pilgrim Holiness Church in 1945. Part of the extensive renovations was the arch, built by the Reverend Liden Adams.

The oil painting of the Ascension, which covers the whole wall behind the pulpit area was unveiled in 1951. Commissioned by two local anonymous benefactors for $225, it was painted by Don Isenberg of New Cumberland.

At the merger of the Pilgrim Holiness Church and the Wesleyan Methodist Church, the church became Calvary Wesleyan Church.

The Reverend Robert Simpkins is the ninth pastor and has been at the church since 1975.