Colonial Events By Cooper7508 1507 Roanoke Colony disappears and is called the Lost Colony. 1560 First permanent Spanish settlement is established at St. Augustine 1607 Jamestown settlement established 1614 Pocahontas and john Rolfe marry 1619 House of Burgesses formed 1620 Plymouth Colony is founded 1621 Thanksgiving celebration feast is held. 1682 William Penn established Pennsylvania Colony 1787 New Jersey Colony was founded. 1789 North Carolina Colony was founded.