Coye is probably best remembered for his black-and-white illustrations for pulp magazines and horror fiction, but he produced a variety of works in other media.

The Coyes settled in Hamilton, New York, in 1959 when Lee went to work for Sculptura, a small company that reproduced antique sculptures.

The move to Hamilton allowed Coye to fulfill his ambition of returning to a small town and maintaining his own art studio.

As a young man, he attended one semester of night art classes, but his artistic knowledge and abilities came from many years of work and a thorough study of nature.

Coye fashioned wooden sculptures, silver pendants and pins, engravings, drawings, and a large painting of the whale.

[2] Coye's fame as an illustrator of the macabre developed as a result of his drawings for three horror anthologies edited by August Derleth in the early 1940s, Sleep No More (1944), Who Knocks (1946), and The Night Side (1947).

Coye's work first appeared in the March 1945 issue of Weird Tales, illustrating the story 'Please Go Way and Let Me Sleep" by Helen Kasson.

Coye's artistic work covered much more than pulp illustrations and featured diverse inspirations, including nature, animals and mythology.

He painted in watercolor, oil, and egg tempera; created murals, sculpture and photography; worked as a silversmith and made models or dioramas.

His work is represented in numerous collections including the Metropolitan Museum of Art in New York,[5] the Everson Museum in Syracuse, the Onondaga County Historical Society, Picker Art Gallery at Colgate University, the Morrisville State College Library, SUNY Oswego, Syracuse University, and private collections.

[10] Coy's multi-panel mural depicting regional history is displayed in the lobby of the Hamilton, New York post office as of 2010.