According to Mormon founder Joseph Smith, Jr. Daviess County at Adam-ondi-Ahman was the location where Adam and Eve relocated after being banished from the Garden of Eden. The site is to be a gathering spot prior to the Second Coming of Jesus Christ.
Joseph Smith's revelation which came in 1838 -- two years after the county was organized -- spurred in an influx of Mormon settlers. Non-Mormon residents feared they were going to lose control of the county and attempted to prevent Mormons voting in the Gallatin election day battle. This was to be the first skirmish in the Mormon War, in which Missouri evicted the Mormons after arresting Joesph Smith and other leaders of the church.
The Church of Jesus Christ of Latter-day Saints now owns the Adam-ondi-Ahman site and have opened a church in Gallatin.
The County played a major role in the history of the outlaw James-Younger Gang. The first confirmed bank robbery involving Jesse James occurred on December 7, 1869 at the Daviess County Savings Association in Gallatin. In the process the bank cashier John W. Sheets was killed by Jesse James, who believed Sheets was Samuel P. Cox, who had killed James's bushwhacker Bloody Bill Anderson during the American Civil War. On July 15, 1881, the gang was believed to have been responsible for the robbery of the Rock Island Line at Winston in which a conductor and passenger were killed.
After Jesse was murdered in St. Joseph, Missouri, Frank James surrendered in 1882 to face Daviess County charges in connection with the train robbery/murder as well as murder charges in the 1869 robbery. Frank James was tried from August 20 through September 6, 1883. Interest was so intense that the trial was moved to the Gallatin Opera House to accommodate the crowds. James was found not guilty of involvement in both crimes. Charges were made that the jury was filled with Southern sympathizers who refused to convict one of their own. 
The Daviess County Savings Association and the Gallatin Opera House have since been torn down although the Winston Rock Island Line train station still stands and is used by the historical society.
Daviess County has one of only three Rotary Jails still in existence. It is now a museum and is on the National Register of Historic Places.
There were 3,178 households out of which 31.50% had children under the age of 18 living with them, 60.80% were married couples living together, 7.50% had a female householder with no husband present, and 28.70% were non-families. 25.70% of all households were made up of individuals and 13.20% had someone living alone who was 65 years of age or older. The average household size was 2.50 and the average family size was 3.02.
In the county the population was spread out with 27.00% under the age of 18, 7.60% from 18 to 24, 24.10% from 25 to 44, 23.70% from 45 to 64, and 17.60% who were 65 years of age or older. The median age was 39 years. For every 100 females there were 92.90 males. For every 100 females age 18 and over, there were 90.90 males.
The median income for a household in the county was $30,855, and the median income for a family was $35,585. Males had a median income of $24,888 versus $18,397 for females. The per capita income for the county was $15,953. About 11.40% of families and 15.20% of the population were below the poverty line, including 21.30% of those under age 18 and 13.20% of those age 65 or over.
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