He is known for his scholarship on artists' books, although his research interests also include the literature of art, the impact of the digital on the future of humanities, and the use of the past in the project of modernism.

[1] Bury received his BA in modern history from the University of Oxford, where he was a Brackenbury Scholar of Balliol College.

He studied librarianship at University College London and Victorian studies at Birkbeck, University of London, where he wrote a PhD on John Ruskin titled John Ruskin and History (defended 1990).

[4] Bury also served as advisory editor to Oxford Art Online from 2011 to 2014.

[9] In 2011, he curated "Aphasic Disturbance" at CHELSEAspace, London,[10] which according to critic Pamela Kember brought together "a small but carefully selected number of artists' books, multiple editions and objects to articulate new meanings or associations.