The Last Rites Organization was started by a follower of The Archangel to serve as an artificial challenge. It began gathering up those whom The Archangel targeted and set itself up as an organization that opposed The Archangel by killing it in its various forms. The members were erroneously told that their enemy could not take a form that had been killed while it was holding it, so they sought to kill every form The Archangel could take until eventually it would no longer be able to take any form. This plan was extremely flawed regardless of the entire premise being a lie, but the Last Rites organization continued doing it anyway as it was the only option they had.
The original leader of the organization was killed by a Dying Man shard that possessed Vincent Lestrad, who became the leader of the organization as part of The Archangel's machinations. After these events however, Vincent betrayed The Archangel and proceeded to tell his subordinates the truth behind the organization's founding. Vincent urged them to do something more worthwhile and disappeared soon thereafter; he is assumed to have been killed by The Archangel. With everything they knew being exposed as lies and with their central leadership gone, The Last Rites died out and were eventually reborn under a new name and with a new goal.