This is a word that suffers in the pronunciation stakes because it looks so much like another word. Most people probably aren't aware that it isn't the same word and doesn't even mean the same thing. "Calvary" is an ancient military term and is the correct group term for soldiers mounted on horseback. Understandably, you don't really see them around very much anymore. Well, unless you'd describe policemen on horseback as "cavalry".
A lot of people see the word written down and confuse it with "Calvary", which is the site in Jerusalem where Jesus was crucified according to Christian belief. Both words are actually pronounced exactly as they sound, but if you have just walked past a parade of mounted soldiers and wondered what you should call them, then it's "cav-al-ry", you're looking for, not "cal-vary".