Calciumis a nutrient that is essential for bone health.  While adequate calcium intake is recommended for maintaining bone health, some studies have suggested that calcium supplements may increase the risk of heart attack.  It seems that these fears may not have been warranted after all: the most recent review of existing literature suggests that recommended levels of calcium intake are NOT associated with cardiovascular risk in generally healthy adults.
The data on calcium supplements and heart disease risk was recently assessed in systematic review and meta-analysis done by the American National Osteoporosis Foundation, and published as a joint position statement with the American Society for Preventive Cardiology.  Published in the Annals of Internal Medicine, they found that calcium intake from either food
or supplement sources at levels within the recommended tolerable upper intake range in USA of 2000-2500 mg/day are not associated with cardiovascular disease risk in generally healthy adults.
They do recommend that wherever possible, recommended intake of calcium should be obtained through natural food sources rather than supplements, but that supplements can be used safely when food sources do not meet goals.  One of the theories behind the benefits of getting calcium through real food is that absorption of calcium occurs more gradually from the intestinal tract, whereas absorption of calcium from supplements may be faster, resulting in more of a ‘spike’ of calcium in the blood.

The authors note that the available data to answer this question about calcium supplements and cardiovascular health is not the best, as none of the studies looked at cardiovascular endpoints are the primary outcome.  This type of study is unlikely ever to be done, as it would be very costly and likely need to be very large to detect small differences.  In the absence of
such data, the currently available data suggests that calcium supplements are a safe approach to reach recommended calcium intake, in situations where calcium intake from real food is insufficient.
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