[3][4] Taking Griffith's advice to get stage experience before entering film, the following year Hay traveled to New York where she was given the opportunity to play in a Ziegfeld Follies comedy skit opposite a talented trick performing dog.

[3][5] In 1920 Hay convinced D. W. Griffith that she was ready to assume the role of the 'squire's niece' after the untimely death of actress Clarine Seymour during the filming of his adaptation of the Parker - Grismer pastoral play, Way Down East.

[7] Hay played the supporting role ‘Miss Barbara Sternroyd’ in Marjolaine, a musical comedy by Catherine Chisholm Cushing that opened at the Broadhurst Theatre on January 24, 1922.

Marjolaine, based on the comedy Pomander Walk by Louis N. Parker, soon came under fire from Dr. John Roach Straton for contributing to the wrecking of female virtue in America.

On Christmas Day, 1925, Hay created the title role in Mary Jane McKane, a musical comedy by William Carey Duncan and Oscar Hammerstein II.

Under the pseudonyms Bruce Spaulding and Anthony Baird, Hay and Nella Stewart wrote the farce She’s No Lady that opened in Chicago on March 2, 1930, to positive reviews.

[11] Her marriage ended in mid January 1927, a few weeks after a Paris court had granted a divorce decree, and several months after Hay had traveled to France for solely that purpose.