A year after her birth the family moved to El Dorado, Kansas, where her parents invested and purchased a large tract of pasture land.

The San Antonio mansion she had built in 1926 after McNay's inheritance was designed by Atlee and Robert Ayres on an acreage called Sunset Hills, and was finished in 1929.

After her marriage with Donald ended in 1936, she went on to marry (and divorce) four more times, afterwards changing her surname back to McNay for the remainder of her life.

[citation needed] In 1926, after the death of her father, Marion moved to San Antonio with her mother and married Dr. Donald Atkinson.

[7] Alongside these paintings and photographs, Native American pottery, sculptures, prints and designs were accumulated through her own purchases and later posthumous donations and acquisitions.

[7] Although raised Presbyterian, McNay converted to Catholicism, influenced by Reverend Peter Baque, the founder of The Missionary Servants of St. Anthony.

In 1943, Congress proposed a bill providing for the exploration of Pueblo lands with the ultimate goal of building a dam on the Rio Grande.

The museum was named to recognize and honor Marion and has been considered the centerpiece of San Antonio art community and culture.

The museum has expanded to include galleries of medieval and Renaissance artwork and a larger collection of 20th-century European and American modernist work.

In 2008, the Stieren Center was added to the original building by internationally-renowned architect Jean-Paul Viguier to create additional gallery space for large-scale and traveling exhibitions.