From the Catholic Diocese of Pittsburgh:
St. Stephen was established in 1899 as an Hungarian parish. St. Stephen was the first Hungarian parish in the diocese and the second in the United States. The origin of the parish can be traced to the arrival of Hungarian immigrants to the Monongahela Valley. In 1897 a group of local Hungarians began collecting funds for their own church. In early 1899, they sent a letter to the bishop of Kassa, Hungary, asking him to send them a priest to organize a parish in McKeesport. The bishop responded by sending a priest who arrived in McKeesport on August 12,1899. The first Mass of the new parish was celebrated on August 20, 1899, in St. Peter Church in McKeesport. St. Peter permitted the new parish the use of their facilities until they could build their own church.
The new congregation moved rapidly to provide their own house of worship. Land for the church was purchased on January 26, 1900, and ground was broken on July 6, 1900. The cornerstone was laid on September 9, 1900, and the completed building was dedicated on August 25, 1901. The main altar of the church was donated by the bishop of Kassa and a painting of St. Stephen was donated by the Emperor of Austria-Hungary, Franz Josef.
By the 1990's, the population of the area had dropped to the point that McKeesport could no longer support the number of independent parishes in existence. In 1994 the parish was suppressed and made a part of St. Pius V parish. At first St. Stephen Church remained open, but the church was closed in 2002. The final Mass of the church was celebrated on July 7, 2002.