The only house of worship within the Roslyn Harbor is St. Mary's Roman Catholic Church, which was consecrated on June 23, 1878. Although $3,000 was still needed to completed its architectural design, this building was considered the finest Catholic Church on Long Island, outside of Brooklyn.

The establishment of a Catholic chapel in Roslyn in 1871 was due largely to the efforts of Mrs. Thomas Clapham. Most of the local domestic and farm help were immigrants from Ireland, but while several Protestant sects had well-established churches in the immediate neighborhood, there were none for many miles for the Roman Catholics. Mrs. Clapham thought this wrong , and was determined to correct it. In a letter quoted in the Roslyn News for September 10, 1892, she gave an account of her efforts. She engaged Henry W. Eastman to solicit funds from neighboring estate owners: among her early contributors were Bryant, Clapham, Parke Godwin and Stephen Taber. An appeal was made by Colonel McNally, a devout Catholic and a resident of Roslyn to Bishop Loughlin, who approved the establishment of a Roslyn chapel, with the Rev. William O'Donnell at its pastor.

In 1871 Father O'Donnell built a simple wooden building and laid the foundation as well of a new brick church of Gothic style, ninety-five feet long and forty-five feet wide. Though he died the following year, the Rev. P.F. Sheridan from Brooklyn succeeded him in November 1872, and continued his work. In 1876 Father Sheridan was transferred to Great Neck and the building was completed by his successor, Father M.C. Brennan. A two weeks fair was held, helped greatly by Mrs. Aaron Ward and her sister Mrs. William Emory. Soon after the church was dedicated Father Brennan was moved to another parish, and Father Doran of St. Stephen's Church, Brooklyn took his place. He had a horror of debt: when the Society of St. Vincent de Paul honored him with a gift of $1,000 as he was leaving Brooklyn, he immediately applied it to reducing the indebtedness of the new parish.

Adapted from the Early History of Roslyn Harbor, Long Island-Conrad Godwin Goddard-1972

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In May 1987, St. Mary's Church made front-page news as the location for the funeral of former CIA Director William J. Casey attended by President Ronald Reagan and former President Richard M. Nixon. In addition to Reagan and Nixon, many of the architects of past and current American foreign and military policies, as well as central figures in the intelligence community, attended the funeral. They included Defense Secretary Caspar W. Weinberger; Vernon A. Walters, the U.S. ambassador to the United Nations, and Frank C. Carlucci, Reagan’s assistant for national security affairs.

Also at the funeral were FBI Director William H. Webster, nominated to succeed Casey at the CIA; Deputy CIA Director Robert M. Gates and his predecessor, John N. McMahon; Atty. Gen. Edwin Meese III; Secretary of the Interior Donald P. Hodel; Energy Secretary John S. Herrington; James C. Miller III, director of the Office of Management and Budget, and Kenneth L. Adelman, chief of the Arms Control and Disarmament Agency.

Postcard (circa 1910) by Roslyn photographer William Pickering