First Church In Wenham 1 Arbor St, Wenham, MA01984 The First Church of Wenham and its large building and towering steeple dominate the scene in downtown Wenham. It is one…More of the oldest churches in Massachusetts. The church is a welcoming and inclusive congregation that holds service at 10am on Sundays. The services are also shown on local public access television. Parking for the Sunday morning service is available along the street or in the town lot across Route 1A.