This question can be answered with another question: What are you trying to say?
Let us assume that you are writing for a museum, and in that museum there is a centrepiece, the wall calendar that is somehow notable, you are writing an article about it and you would correctly title it «History of the wall calendar». You would use «the» in the title because we should already know which specific wall calendar you are going to talk about.
However, more likely possibility is that you are writing about the whole concept of wall calendars, and how that conceptual wall calendar has changed through the years (decades, centuries). In that case I would use the «History of wall calendar» since there is no one specific calendar that has survived all that time, but the concept of putting calendars on walls has.