Career
She spent the majority of her career in Las Vegas, Nevada. She was an opening act for Liberace and toured with Mickey Finn. While touring with Liberace, on one occasion when his trumpet player had called in sick, McKay stepped in to vocally perform the trumpet parts.
She also performed shows at Las Vegas venues such as The Dunes the Landmark and the Stardust, and undertook independent touring as a headlining acting
She appeared on television talk shows, including The Mike Douglas Show, The Dick Cavett Show and The Merv Griffin Show, and took a voice acting role as a supporting character in the English edition of Galaxy Express 999 in 1996. She released two albums, A-Live at the Dunes and Winter Favorites.
She is most well-known for "", a parody of the Christmas carol "The Twelve Days of Christmas" in which her true love gives her various forms of alcohol each day, resulting in McKay becoming progressively more inebriated as the song continues. 12 dry Martinis (which Fay pronounces "Martoonis")
11 Bloody Marys (which at one point Fay refers to as "that green stuff")
10 dry Manhattans
9 Margaritas (as Fay gets drunker, she sings "The Battle Hymn of the Republic" and says "9 Roto-Rooters" and "9 rigor mortis" In another performance Fay says "9 Resurrections")
8 sweet Old Fashioneds
7 Johnnie Walkers
6 Cuba Libres
5 dry Rob Roys
4 Old Fitzgeralds
3 Old Crows
2 Cutty Sarks (which later becomes "2 City Business" and "2 City Parks")
And a Partridge in a Pear Tree (which becomes "A bird with the fruit on the limb", "A Tree in the Meadow", and "The Surrey With the Fringe on Top")
McKay died in Las Vegas, Nevada, aged 77, from undisclosed causes.