Just wanted to bring this to everyones attention...I know someone before brought up the question as to whether the word is Roman Cavalry or Roman Calvary.
The difference, besides spelling, could mean very different things for this line of the song. Cavalry is mounted infantry soldiers, while Calvary is the place just outside the walls of Jerusalem where Jesus Christ was crucified. I don't know what this means for everyones meaning of the song, but perhaps it could help better suggest the time frame for the song.
I'm leaning more towards a french revolution style theme, but this has alot to do with the cover of the album that showed up in iTunes when I first downloaded Violet Hill. The picture looks like something out of the french revolution, so thats probably biased my opinion. Trying to put that aside, I'd have to agree with whoever made the suggestion of the crusades.
Lastly, I imagine the line is ' I know Saint Peter won't call my name ' given that this is a man who gambled, saw fear in his enimies eyes, never an honest word etc...he seems to me like he may have been a rutheless leader of some sort.
Anyways, looking forward to hearing what else people come up with! If anyone can reference this right back to some specific historic event, with solid proof, I'd be really happy!