The large and small-scale (pc) structure of the Galactic interstellar medium can be investigated by utilising spectra of early- type stellar probes of known distances in the same region of the sky. This paper determines the variation in line strength of CaII at 3933.661{AA} as a function of probe separation for a large sample of stars, including a number of sightlines in the Magellanic Clouds. FLAMES-GIRAFFE data taken with the Very Large Telescope towards early-type stars in 3 Galactic and 4 Magellanic open clusters in CaII are used to obtain the velocity, equivalent width, column density, and line width of interstellar Galactic calcium for a total of 657 stars, of which 443 are Magellanic Cloud sightlines. In each cluster there are between 43 and 111 stars observed. Additionally, FEROS and UVES CaII K and NaI D spectra of 21 Galactic and 154 Magellanic early-type stars are presented and combined with data from the literature to study the calcium column density - parallax relationship.