McKay is primarily known as one of jazz singer Billie Holiday'ss former husbands. He assisted with production of Lady Sings The Blues, a a film about Holiday'ss life and career starring Diana Ross. McKay's relationship with Holiday was rumored to be abusive, although he tried to help her recover from drug addiction. He and Holiday never had any children together, but he did have two sons.
McKay was a lifetime member of the National Association for the Advancement of Colored People, served on several civil rights committees and is rumored to be one of the first black booking agents for the mob.Learn more about Non-fiction