One of the great stars of early American Westerns. McCoy was the son of an Irish soldier who later became police chief of Saginaw, Michigan, where McCoy was born. He attended St. Ignatius College in Chicago and after seeing a Wild West show there, left school and found work on a Wyoming ranch. He became an expert horseman and roper and developed a keen knowledge of the ways and languages of the Indian tribes in the area. He competed in numerous rodeos, then enlisted in the U.S. Army when America entered the First World War. He was commissioned and rose to the rank of lieutenant colonel. At the end of World War I, he returned to his ranch in Wyoming, only to be called by Governor Bob Carry to the post of Adjutant General of Wyoming, a position he held until 1921. The position carried with it the rank of Brigadier General (a brevet promotion) and it has been reported that this made him the youngest general officer in the U.S. Army. His reputation as a friend to the Wind River Reservation Indians, both Arapahoe and Shoshone, preceded him and in 1922, he was asked by the head of Famous Players-Lasky, Jesse L. Lasky, to provide Indian extras for the Western extravaganza, The Covered Wagon (1923). He resigned from the state position and recruited several hundred Indians to the Utah movie location. When the film wrapped, he was asked to choose several Indians to accompany him to Hollywood. There the production company developed a live 'prologue' to be presented just prior to the movie showing. The idea was a success and McCoy and his Indian group toured the U.S. and eventually, Europe as well. After touring this country and Europe with the Indians as publicity, McCoy returned to Hollywood and used his connections to obtain further work in the movies, both as a technical advisor and eventually as an actor. MGM speedily signed him to a contract to star in a series of Westerns and McCoy rapidly rose to stardom, making scores of Westerns and occasional non-Westerns. He retired from the army and from films after the war, but emerged in the late 1940s for a few more films and some television work. In 1942 he ran for the Republican Nomination for the U.S. Senate in Wyoming. He was defeated and returned to Hollywood and an uncertain future. In 1946 he sold his Wyoming ranch and moved to Bucks County, Pennsylvania and the life of the gentleman farmer. While living there, he met and married Danish writer Inga Arvad. He later built a home in Nogales, Arizona where Inga subsequently died in 1973. He spent his later years as a retired rancher. He died at the U.A. Army hospital at Ft. Hauchuca, Arizona on January 29 1978 at the age of 86.

Inducted into the Cowboy Hall of Fame in 1974.

During World War I, he served as an artillery officer in the US Army in France.

Spouse Inga Arvad (1945 - 1973) (her death)

Alice Miller (? - 1931) (divorced) (3 children)