McKay, who is also a talented pianist, brings an unlikely combination of influences to her work, which isn't easy to categorize. The New York City resident is relevant to pop/rock, but she is also relevant to cabaret, traditional pop, and vocal jazz. Tin Pan Alley, Kurt Weill, Cole Porter, Annie Ross, Peggy Lee, and Billie Holiday have affected her writing (either directly or indirectly), but so have Dory Previn and Randy Newman (the latter a frequent comparison), the Beatles, and hip-hop. McKay, in fact, shares Newman's penchant for lyrics that are cynical and sarcastic as well as dark-humored; like Newman, McKay knows how to laugh at the world even when she's complaining about how screwed up it is -- and she can be incredibly clever and witty.

McKay was born in London, England, on April 13, 1984, but spent most of her early life in the United States. At the age of two, McKay (an only child) moved with her mother (actress Robin Pappas) to New York City -- and the two of them lived in Harlem until 1994, when they moved west to Olympia, WA. After that, they lived in the Poconos in northeastern Pennsylvania, but in 2000, they returned to N.Y.C. so that McKay could attend the Manhattan School of Music. After dropping out, McKay briefly flirted with standup comedy but gave it up and made music her primary focus. McKay began performing around Manhattan in the early 2000s, and for a while, she was managed by folk-rocker Lach (who often booked her at the Sidewalk Café in the East Village).

McKay's gigs at Manhattan clubs like the Sidewalk Café and the Fez earned her a small East Coast following, and in 2003, she signed with Columbia. Other labels had expressed interest, including Virgin and Blue Note, but she felt that Columbia had the greatest understanding of her musical vision. Nonetheless, McKay had some creative differences with the label; she wanted to call her debut album either Black America or Penis Envy, and Columbia disliked both. But eventually, McKay and Columbia agreed on the title Get Away from Me. Produced and engineered by Geoff Emerick -- best known for his work with the Beatles -- Get Away from Me was released in February 2004. Although it made the year-end lists of many critics, creative conflict between McKay and Columbia only continued.

Sparring over producers and direction for her sophomore album eventually resulted in McKay financing the recordings herself; the result, titled Pretty Little Head, was due to be released in early 2006, but McKay was let go and the album was dropped from Columbia's release schedule. At the same time, McKay was busy rehearsing for a co-starring role in a Broadway production of The Threepenny Opera with Alan Cummings, Ana Gasteyer, and Cyndi Lauper. Pretty Little Head finally surfaced in October of 2006, released on McKay's own Hungry Mouse label and overseen by the indie spinART. Less than one year later, McKay returned with a 30-minute miniature entitled Obligatory Villagers. She also honored Doris Day with the 2009 project Normal as Blueberry Pie: A Tribute to Doris Day. McKay's fifth-studio effort, Home Sweet Mobile Home, featuring production from her mother Robin Pappas and creative input from David Byrne, was released in September of 2010.