[2] She graduated from Barnard College, then attended the Yale School of Drama, later studying with Lee Strasberg at the Actors Studio, and with Sanford Meisner at the Neighborhood Playhouse.

The characters George and Martha – which would later be originated on stage by Arthur Hill and Uta Hagen, and on screen by Richard Burton and Elizabeth Taylor – were portrayed by Shepperd Strudwick and Feury.

[25][26] On October 2, 1977, Feury appeared in Iowa, the second season premiere of Visions, PBS's Peabody Award-winning dramatic anthology series; it was directed by Lloyd Richards, and was playwright Murray Mednick's television debut.

As the unwilling nursing home resident whose disjointed recollections provide her granddaughter an invaluable connection to her Iowa roots, Feury's portrayal was judged "[b]y far the best acting performance" by The Hartford Courant.

[30] Her performance, as the character veers "from family feeling to suspicion to self-absorbed recollection" – was noted by The Boston Globe,[31] with The Los Angeles Times citing her "almost effortless grace" and "marvelous ferocity.

"[32] Critic James Wolcott writes: One scene teems with unruly life: Eileen visits her grandmother (Peggy Feury) in the nursing home, and the grandma's semi-senile outbursts have a crazy, cawing theatricality.

[37] In Nightmare USA (his 2007 study of lesser-known American exploitation filmmakers), Stephen Thrower writes: Then there's Peggy Feury, a skilled and thoughtful actress who demonstrates here how she came to be one of the leading lights in her profession.

"[46] To Anjelica Huston, who began her studies in 1981 at age 30,[47][48] Feury was "a revelation," with "a vast knowledge of playwrights" and "an extraordinary gift for making one feel understood.

On the other hand, notes Huston, Feury was "extremely intelligent and mordant, Irish, with certain very visceral preferences", and yet had "a way of commenting on a scene that was never destructive.

"[47] Feury was occasionally called upon to coach an individual actor in a role, as she did Michelle Pfeiffer in Brian De Palma's Scarface (1983)[50] and Lily Tomlin in her one-woman stage show The Search for Signs of Intelligent Life in the Universe.