Located approximately midway between Sydney and Adelaide at the junction of the Sturt, Cobb and Mid-Western Highways, Hay is an important regional and national transport node.

Aboriginal communities in the western Riverina were traditionally concentrated in the more habitable river corridors and amongst the reedbeds of the region.

The district surrounding Hay was occupied by at least three separate Aboriginal groups at the time of European settler expansion onto their lands.

The area around the present township appears to have been a site of interaction between the Nari-Nari people of the Lower Murrumbidgee and the Wiradjuri who inhabited a vast region in the central-western inland of New South Wales.

They launched their whale-boat near the Murrumbidgee-Lachlan junction and continued the journey by boat to the Murray River and eventually to the sea at Lake Alexandrina (before returning by the same route).

In 1856-7 Captain Francis Cadell, pioneer of steam-navigation on the Murray River, placed a manager at Lang's Crossing-place with the task of establishing a store (initially in a tent).

The Murrumbidgee Punt Hotel was described as a "large size" weatherboard building with a shingled roof "and a fine verandah along the front".

By mid-1859 the Department of Lands had proclaimed reservations on either side of the river at Lang's Crossing-place and Henry Shiell was appointed Police Magistrate.

Pastoral runs surrounding the township were the main employers of labour; with its stores and hotels, hospital, post-office, banks, court-house and police-station, Hay became an important focus for rural workers and resident squatters alike.

Carriers, contractors, wool-buyers and dealers in stock established themselves at Hay and the township became a busy port for the steamers plying the inland rivers.

Stores for the township and district stations were unloaded at the wharves at Hay, and the steamers and barges loaded with wool-bales for the return trip (usually to Echuca, which by 1864 had been connected by rail to Melbourne).

[5] During 1879–80 the local building firm, Witcombe Brothers, constructed a new gaol at Hay, to replace the old Lock-up in Lachlan Street (at the site of the current Post Office).

[6] The extension of the NSW railway to Hay signalled a decline in the importance of the transportation of wool by river-steamer and a shift in the local economic focus from Melbourne to Sydney.

The railway to Sydney operated with a differential price structure, ensuring that rail became a desirable mode of transporting wool for many of the Riverina stations.

Hay was chosen as the episcopal seat of the new diocese and Bishop Sydney Linton was consecrated on 1 May 1884 at St Paul's Cathedral, London.

Linton and his family travelled to Sydney and then on to Hay, where the bishop was enthroned on 18 March 1885 in the old St Paul's church.

Of the men who enlisted one-in-six died during the war, with devastating effect on the close-knit communities of the Hay district.

Later known as the 'Dunera Boys', the internment at Hay of this assemblage of refugees from Nazi oppression in Europe was an important milestone in Australia's cultural history.

Camps 7 and 8 were vacated in May 1941 when the Dunera internees left Hay; some were sent to Orange (NSW), others to Tatura in Victoria, and others to join the Pioneer Corps of the Australian Army.

In December 1941 Japanese internees (some from Broome and islands north of Australia) were conveyed to Hay and placed in Camp 6.

[9] Hay has a number of heritage-listed sites, including: The Riverine Plain is an alluvial plain consisting of sediments of silt, clay and fine sand deposited by the extensive ancestral streams of the early Quaternary period (overlying more ancient granite rocks and sediments).

Away from the river Hay is surrounded by flat, mostly-treeless plains, predominately of grey clay and red earth soils.

However severe depletion of the saltbush has occurred after years of overstocking, damage by rabbits and the broad-scale agriculture of recent decades, particularly in areas along the river and proximate to irrigation canals.

The plains surrounding Hay feature a complex system of shallow creek beds and dry lakes, interspersed by wind-created sand-ridges where Cypress-pine (Callitris sp.)

[14] Hay has a cold semi-arid climate (BSk) with hot, dry summers featuring clear skies and cool, partly cloudy winters.

[15] On 24 July 1936 a flurry of snow was reported to have occurred in Hay, which if verified would be the lowest known snowfall to have ever been observed in the state of New South Wales,[16] at just 90 metres (300 ft) above sea level, though it did not settle on the ground.

The Dunera Museum at Hay Railway Station is housed in air conditioned carriages and has been visited by over 31,000 persons between 2002 and 2014.

[19] Hay, like many places in the Riverina, supports and competes in a wide variety of sport, including all major football codes.

[21] They are currently competing in the Golden Rivers Football League which consists of small towns in northern Victoria and the western Riverina.

The Hay Jockey Club runs a popular annual race meeting in November, promoted as "the biggest day in the year".