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Danville was established on October 31, 1786, by the Vermont Legislature, making it one of the last towns to be created in Caledonia County. The town was named for the 18th-century French cartographer Jean Baptiste Bourguignon d'Anville. A Debtors' prison was located here in the late 18th to the early 19th centuries. A thief in West Danville made national news in 2008 when he apologized for robbing a convenience store and left a roll of one-dollar bills to allow the store to open up the next morning. The annual convention of the American Society of Dowsers is held in Danville.