Willis founded Calvary Baptist Church on Bayou Chicot in Ville Platte in 1812, within months of his friend from North Carolina and fellow Marion Man, Ezekiel O'Quin, founding Half Moon Bluff Baptist Church's organization on the Bogue Chitto River. These were the first known Baptist churches west of the Mississippi River. These two men once fought in the swamps of South Carolina together during the Revolutionary War, but in the swamps of Louisiana, they found a higher calling.