For Alpina Americana, he wrote the richly illustrated monograph The Rocky Mountains of Canada.

[1] He was one of a party of four attempting to climb Mount Lefroy in 1896 when Phillip Stanley Abbott became the first mountaineering fatality in the Canadian Rockies.

Fay made an, “impassioned defence of mountaineering at the inquiry into Abbot’s death that put an end to the grumbling in political circles that mountaineering ought to be banned in Canada.”[3] Fay returned in 1897 to summit both Mounts Lefroy and Victoria.

His activity as an alpinist was recognized abroad by his election as an honorary member of the English, Italian and Canadian Alpine Clubs.

[1] The Alpine Club of Canada named the Fay Hut located in Kootenay National Park after him.