Albany (pop. 1,958), the county seat, was laid out in 1845 by the town commissioner, Elisha Cameron, and was briefly called Athens. Due to an existing Athens in Clark County, it used nearby Sandsville post office until establishing Gentry Court House post office in 1847. The county court changed the town name to Albany when incorporating it in 1851, but it took an 1857 act of the Missouri legislature to finalize both procedures. Since 1857, the town and post office have remained Albany, a stock name honoring the capital of New York (some early settlers came from there), which derives its name from the Duke of York, whose Scottish title was Duke of Albany.

A branch of the CB&Q Railroad reached there, 1879, and a second branch was built to a point 2 miles west of town, 1881. The county's largest town, Albany developed as trading center and shipping point after the coming of the railroads. Early schools there were Northwest Missouri (Methodist) College opened in 1891; Central Christian College in 1892; and Palmer (Christian) College in 1912.

The county courthouse, construced in 1884, is probably the only thing in Albany which has escaped drastic change over the decades, although it has been tampered with by remodeling and partial facelifts. The structure you see today is Gentry County's third courthouse, built for $29,100. It is a good example of Second Empire (1884-1885). This massive three-story brick courthouse has a mansard roof with dormers, an imposing clock tower with bracketed eaves, and decorative arched drip molding. Two war memorials are on the courthouse lawn: a large elaborately landscaped fountain and a WWI doughboy statue with fixed bayonet. 

Many late 19th- and 20th-century structures, including Queen Anne and Eclectic, as well as an 1840s log cabin stagecoach depot are found here. The Gentry County Courthouse is on the National Historic Register.

Albany received an industrial boost when Rival Manufacturing began operating an assembly line operation in 1974. This was succeeded by Tentmaster as a major employer. One of nine state-operated regional diagnostic clinics for mentally and developmentally disabled persons opened in Albany in 1967. A community achievement was the completion of an airport with a lighted concrete runway.

Gentry County, first formed in 1841, and fully organized in 1845, is named for Militia Maj. Gen. Richard Gentry, Colonel of Volunteers in the Florida War, hero of the Battle of Lake Okeechobee, 1837, in which he was killed. A roadside park in the county is dedicated to the memory of his wife, Ann Hawkins Gentry.

The county, part of territory ceded in 1824 by Iowa, Sac and Fox tribes, was roamed by Indians into the 1830s. First settlers were Isaac Miller, Tobias Miller, William Martin, and John Roberts in 1834. Early pioneers were from Kentucky, Virginia and Tennessee.

A livestock, grain and blue grass seed producer, Gentry County comprises 488 square miles of rolling hills, glacial prairie, and river bottom land. In the county, the East, Middle, and West forks of the Grand River unite, forming one of Missouri's major rivers.

Gentryville, the oldest town in Gentry County, was settled in 1835 and platted as a town on the banks of the Grand River in 1848. The first general store was started in 1897. A footbridge was built across the river for the convenience of the people on the opposite side. A permanent bridge was built in 1962. The old Field's Trace Indian Trail ran through this area and many Indian artifacts have been found. This was also the site of the MusWa'-Kee Indian War (a tribe of Fox Indians), and the are has Indian bural sites. Mount Zion Presbyterian Church was the first church in Gentry County, built in 1842. It still stands but was disbanded in 1952. The remains of the early setterls rest in the adjoining cemetery, including the first white settler of Gentry County, Isaac Miller. He was born in 1813, came to Gentry County in 1834, and died in 1899. The old hotel still stands, known to be in operation in 1882.