This has been a pet peeve of mine for a LONG time: people mistaking cavalry for Calvary (it rarely goes the other way, though). In recognition of Veterans Day (aka Armistice Day and Poppy Day in the British Commonwealth), I'd like to point out that there is a big difference between the divisions of the military that we refer to as "cavalry" (in the US, Canada, UK, Australia, and NZ, for instance), and the location where Jesus Christ was crucified, which English speakers refer to as "Calvary".
Cavalry: mounted soldiers. We get this term from Italian (cavalleria), via French (cavalerie); the meaning of "mounted militia" to refer initially to soldiers that fought from horseback (instead of riding to battle and fighting on foot) makes a good example of how the term is still (somewhat more loosely) used in today's modern army to refer to mechanized and air cavalry. (The term used for mounted soldiers in Roman times was -- apparently -- eques (plural: equites), in reference to the Latin word for horse (equus). As such, the term cavalry does not come to us from Latin.)
Calvary: the hill outside of Roman-era Jerusalem upon which Jesus Christ was crucified. Calvary is an anglicized form of the Latin Calvariae Locus, which was transliterated from the Greek "Kraiou Topos" (meaning "skull place"), which was translated (most likely) from the Aramaic "Golgatha" (which also meant "skull place"). Calvary apparently first appeared in the King James Bible, and became the standard English name for the Golgatha, having shortened the Vulgate Latin (i.e., the Latin being used by the Church at the time).
In short, there may well have been equites at Golgatha, but this does not mean that the word cavalry is in any way related to the name Calvary.