As near as I can tell the 3 Neptunes that married the Caldwell siblings were cousins. Columbia Jane Neptune was the d/o Washington Neptune. Abigail Neptune was the d/o John Brown Neptune. Jane Caldwell was married to John Neptune who was the s/o William Henry Neptune. Washington, John Brown and William Henry Neptune were brothers (s/o John Wesley Neptune and Anna Sigler.)

Go to this link for Abigail and Columbia's obits:
http://www.rootsweb.com/~mohenry/obituary/c1obit.htm#obit931...

John Caldwell's obit:
John Caldwell was born In Noble County, Ohio, September 18 1844, and was the
third in a family of five children, of whom one brother, William, and two sisters,
Jane Neptune and Mary Moberly, are living. His parents were Robert Caldwell, a
native of Pennsylvania, and Elizabeth Ann (Coles) Caldwell, originally from Ohio.
His father died while the son was but a boy and his mother seven years after
married a William Huddleston. Her death occurred in 1872. In the spring of 1864
Young Caldwell entered the Twentieth Ohio Infantry and was attached to General
Sherman's command and served with him through his memorable campaign, being
discharged at Springfield in July, 1865. On Christmas day of that year, he was
married in Noble County, Ohio, to Miss Abigal Neptune, who was born in Belmont
County, Ohio, March 9 1844. In the spring of 1867 they came to Missouri and for
two years lived at Dresden, Pettis County. There he engaged in milling at which
he worked until 1880, coming to Henry County in 1877 when he erected the mill
on Deepwater. In 1869 he purchased his present tract of land and in 1875 he
moved upon it. He has 160 acres in cultivation and handles a number of cattle and
hogs. He and his wife are identified with the Methodist Episcopal Church and in
politics Mr. Caldwell is Republican. He stands prominent among the enterprising
men of Walker Township and takes an active interest in all matters of moral and
educational tendencies. His family has numbered eight children: Charles W.,
William Hampson, Nettie Jane, Francis Marion, Flora Ellen May, Florence Matilda,
Clifford Levy and one who died in infancy. Recently Mr. C. and wife have had the
misfortune to lose their second son, William Hampson, who died on the 17th of
November, 1882. He was born March 3 1869 and was a promising boy of nearly
fourteen years. Source: Rootsweb, Caldwell BIOGRAPHIES, Henry County, Missouri

I don't have a tremendous amount on the Neptune's yet. I am working on it.

I hope I have helped. Let me know if I can do more.