I am married to a Clay and have just begun searching his lineage. The only historical information I am certain of is as follows:

My husband's great-grandfather was June Clay who was married to Bessie Clay (maiden name unknown). They were originally from Lexington, KY and had 2 sons: William and Robert [Bob] Clay. Bessie Clay left Lexington, moving to Piqua, OH with her sons William and Robert [Bob](unknown if June Clay migrated with the family as well).

William Clay married to Betty (maiden name unknown) produced 3 children with my husband being a grandchild of theirs.