 In 1875, a Danish Lutheran church was built in the area.The town of Davey was founded in the Rock Creek area in 1886 when the Fremont, Elkhorn and Missouri Valley Railroad was extended to that point and was named for Michael Davey, a pioneer citizen.By 1891, Davey offered a livery barn, an ice house, a meat market, a barber shop, a two-story opera house, a doctor's office, and a confectioner's shop.