FERGUSON, Mo.—Pastor Stoney Shaw knows a thing or two about civil disobedience and protests. He marched with Martin Luther King Jr. in the 1960s as a seminary student at the Southern Baptist Theological Seminary in Louisville, Ky.

Today, Shaw serves as senior pastor for First Baptist Church in Ferguson, Mo., where he arrived nine years ago. First Baptist sits across the street from what is now a vacant, burned-out building, destroyed during the Nov. 24 riots following a grand jury’s decision not to indict a white police officer for fatally shooting a black teenager.

Ferguson, Shaw says, does not have a race problem.