David MCCLAIN settled in Shelby County in 1791 ( Jefferson County, Kentucky  Minute Book 3, Page 41. Deed from Nicholas & Rachel Ryland to DAVID MCLEAN acknowledged.)  He came with his son, Alexander, and several orphaned grandchildren. His name appears on the 1792 Shelby County Tax list. He was a farmer.

David was from Peters Township, Washington County, PA where his named is listed on the 1790 census. Prior to that his whereabouts remains elusive, however, it is speculated he was born in Ireland about 1713 and came to the Middlesex, NJ or Chester, PA areas as a young man. About 1750 it is believed he moved to the Frederick County, VA area. In 1774 he received a land grant in Yohogania County, VA.

David's son, Alexander married Mary Gray in Shelby County in 1800. David is listed in the 1810 Federal Census of Shelby County in the household of Alexander and Mary. In 1811 David died leaving a will (Written 25 July 1803, Proved August Court 1811. Shelby County Will Book 2 Page 462.) naming his surviving children.

Many of his descendants remained in Shelby and Spencer Counties. His son, John, came from Bedford County, VA in 1812 and died Christmas day of the same year. John's son, Thomas, and his son, Robert were prominent farmers in the Mt. Eden and Southville areas of Shelby and Spencer Counties.

In 1820 some of David's descendants moved to Scott County, IN. One of these wrote  the book, Life and Labors of Rev. Matthew McClain, by W.T. McClain, Published 1876, Indianapolis. As with many endeavor of the kind many of the statements about his ancestry are subject to scrutiny.

Around 1830 another migration from David's descendants and neighbors began, this time, to Greene Township, Parke County, Indiana. The leader of this wave appears to have been Jesse, another son of John. Jesse sold his property on Guist Creek in Shelby County and homesteaded a tract of land in Parke County. 
He was a founder of Mt. Moriah Baptist Church and a minister there for 40 years. By 1850 some of the Indiana McClains had migrated to Andrew County, Missouri. Later, others went to Utah and California.

As an interesting side note, when John McClain came to Shelby County from VA, he left a son, James in Bedford County.  During the Civil War James's sons fought for the Confederates while their cousins in KY and IN fought for the Union.