Bury caretaker boss Ronnie Jepson was left to bemoan his side's failings from set pieces following defeat to Torquay.
Sloppy defending allowed Aaron Downes to open the scoring in the 18th minute, bundling home a corner from Kevin Nicholson.
But the Shakers equalised in the 24th minute when their central defenders linked up well, with William Edjenguele laying off the ball for Nathan Cameron to slam home.
Torquay caught Bury napping at another corner to restore their lead in the 29th minute with McCallum heading home another Nicholson cross.
The Gulls rounded off their win in the 57th minute as McCallum found the top corner of the net from Elliot Benyon's cutback.
Jepson said: "It was very disappointing. We started off really well, getting lots of ball into the opponents box, but it was the same old story - we didn't get onto it.
"We're getting done on too many set pieces at this moment in time. If we were stronger in both boxes, we'd be a good team because some of the stuff we're playing is very good.
"We could have had four goals from set pieces ourselves, so that's the difference.
"It's very frustrating because you're saying the same old every week and if we'd scored those chances we could have won the game comfortably.
"I don't think we showed complacency after winning last week because we started brightly and played some good football.
"But you can play all the football you like but if you don't put the chances away and don't defend properly, you'll struggle."