The United Methodist website offers a history of the denomination in the U.S. that dates back to 1736 when the Wesley brothers arrived in Savannah, Georgia as missionaries to the British colony.
Both John and Charles were Church of England missionaries to the colony of Georgia, arriving in March 1736. It was their only occasion to visit America. Their mission was far from an unqualified success, and both returned to England disillusioned and discouraged, Charles in December 1736, and John in February 1738.
The UMC history Who We Are traces the denomination through seven stages up to the present day.
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