In all, 70 delegates were appointed to the Constitutional Convention, but out of that 70 only 55 attended, and only 39 actually signed. Some simply refused, others got sick, still others left early. One of the most famous reasons for why certain delegates didn't sign was that the document lacked a legitimate Bill of Rights which would protect the rights of States and the freedom of individuals. Three main advocates of this movement were George Mason, Elbridge Gerry, and Edmund Randolph.
Also, John Dickinson who is officially listed as a "signer," didn't sign the Constitution himself. Dickinson fell ill during the Convention and couldn't be there on signing day. So, he authorized George Read to sign for him.
Here are those who did not sign:
Connecticut
Oliver Ellsworth
(April 29, 1745 - November 26, 1807)
Known for: Membership in the Committee of Detail for the Drafting of the Constitution, Third Chief Justice of the United States.
Reason for not signing: left the Constitutional Convention early for business reasons, but later wrote the Letters of a Landholder to promote its ratification.
Erastus Wolcott
(September 21, 1722 - September 14, 1793)
Known for: being a Brigadier General in the Revolutionary War.
Reason for not signing: unable to attend.
Georgia
William Houstoun
(1755 - March 17, 1813)
Known for: Voting Against fellow Georgia delegate Abraham Baldwin on
the representation issue, thus splitting Georgia's vote on the matter.
Reason for not signing: left early after only having been there slightly
more than a month.
William Pierce
(1753 - December 10, 1789)
Known for: Writing Character Sketches of his fellow delegates.
Reason for not signing: left early for personal and business matters.
Nathaniel Pendleton
(October 27, 1756 - October 20, 1821)
Known for: serving as Alexander Hamilton's "second" in his duel against Aaron Burr.
Reason for not signing: did not attend, reason unknown.
George Walton
(1749 - February 2, 1804)
Known for: Being captured by the British during the Revolutionary
War.
Reason for not signing: Declined the position of delegate.
Maryland
Luther Martin
(February 9, 1748 - July 8, 1826)
Known for: role in the formulation of the New Jersey Plan.
Reason for not signing: refused to sign the Constitution because he
felt it violated states' rights.
John Mercer
(May 17, 1759 - August 30, 1821)
Known for: representing Maryland in the House of Representatives.
Reason for not signing: left in protest.
Charles Carroll
(March 22, 1723 - March 23, 1783)
Known for: being the longest lived signatory of the Declaration of
Independence.
Reason for not signing: declined the position of delegate.
Gabriel Duvall
(December 6, 1752 - March 6, 1844)
Known for: being Associate Justice of the United States Supreme
Court under Chief Justice John Marshall.
Reason for not signing: declined to serve at the Convention for
unknown reasons.
Robert Hanson Harrison
(1745 - April 2, 1790)
Known for: being aide-de-camp to General George Washington.
Reason for not signing: declined to serve at the Convention for
unknown reasons.
Thomas Sim Lee
(October 29, 1745 - November 9, 1819)
Known for: his position as Governor of Maryland.
Reason for not signing: didn't attend but worked for its ratification in Maryland in the years immediately following.
Thomas Stone
(1743 - October 5, 1787)
Known for: his short service as President of Congress in 1784.
Reason for not signing: didn't attend due to the declining health of his
wife Margaret Stone.
Massachusetts
Elbridge Gerry
(July 17, 1744 - November 23, 1814)
Known for: being fifth Vice president to the United States under
James Madison.
Reason for not signing: refused because it didn't include a Bill of
Rights.
Caleb Strong
(January 9, 1745 - November 7, 1819)
Known for: his position as sixth and tenth Governor of
Massachusetts (both 1800 and 1807).
Reason for not signing: left early in opposition to the idea of the
Electoral College as a means of electing the president. He believed
that instead the president should be chosen by the legislature.
Francis Dana
(June 13, 1743 - April 25, 1811)
Known for: accompanying John Adams to Paris as a secretary to
the diplomatic delegation
Reason for not signing: did not attend, reasons are unknown.
New Hampshire
John Pickering
(22 September 1737 - 11 April 1805)
Known for: being first federal official (served as Judge for the
United States District Court for the District of New Hampshire) to
have been removed from office upon conviction by impeachment.
Reason for not signing: declined to serve so he could further his
law practice.
New Jersey
William Houston
(1746 - August 12, 1788)
Known for: membership in the American Philosophical Society
Reason for not signing: Failing Health
Abraham Clark
(February 15, 1726 - September 15, 1794)
Known for: his efforts to better the prison conditions of his son who
had been captured by the British and was held aboard the brutal
prison ship the Jersey.
Reason for not signing: Did not attend due to health reasons.
New York
John Lansing
(January 30, 1754 - vanished December 12, 1829)
(left in protest)
Known for: disappearing suddenly at the age of 72.
Reason for not signing: Opposed the notion of a strong national
government.
Robert Yates
(1738-1801)
Known for: writing under the alias of "Brutus" in a series of essays against The Federalist Papers.
Reason for not signing: Stood with Lansing in opposing the notion of a strong national government.
North Carolina
William Davie
(June 20, 1756 - November 29, 1820)
Known for: his role in the founding of the University of North Carolina.
Reason for not signing: left early but argued for its passage in North
Carolina.
Alexander Martin
(1740 - November 10, 1807)
Known for: becoming Speaker of the Senate under the Articles of
Confederation.
Reason for not signing: left early, had not played a major role in the
debates.
Rhode Island
Rhode Island did not send any delegates.
South Carolina
Henry Laurens
(March 6, 1724 - December 8, 1792)
Known for: being the only American to have ever been held
prisoner at the Tower of London.
Reason for not signing: declined the position, had retired from
public life in 1784.
Virginia
George Mason
(December 11, 1725 - October 7, 1792)
Known for: being the "Father of the United States Bill of Rights."
Reason for not signing: refused to sign because the Constitution at
that point lacked a "Bill of Rights."
James McClurg
(1746 - July 9, 1823)(left early)
Known for: being one of three physicians (along with James
McHenry and Hugh Williamson) involved with the Constitutional process.
Reason for not signing: left early, feared that his vote would
produce a division amongst the Virginia delegates.
Edmund Randolph
(August 10, 1753 - September 12, 1813)
Known for: being the first United States Attorney General.
Reason for not signing: he believed it had insufficient checks
and balances. He later reversed his decision and worked for its
ratification in the years following.
George Wythe
(1726 - June 8, 1806)
Known for: designing the Seal of Virginia with the motto Sic Semper
Tyrannis ("thus always to tyrants.")
Reason for not signing: Left early to be with his wife, whose health
was failing.
Patrick Henry
(May 29, 1736 - June 6, 1799)
Known for: "Give me Liberty or give me Death!" Speech
Reason for not signing: feared it endangered the rights of States and
individual freedoms.
Richard Henry Lee
(January 20, 1732 - June 19, 1794)
Known for: his role during Second Continental Congress in
pushing for the colonies' independence from Great Britain. (The Lee Resolution).
Reason for not signing: refused to sign because the
Constitution did not yet have a Bill of Rights.
Thomas Nelson
(December 26, 1738 - January 4, 1789)
Known for: his role at the Virginia Convention towards convincing Virginia to declare independence from Great Britain.
Reason for not signing: Failing Health.
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