A native of Joliet, Illinois, in the early 1980s Fay was a featured cast member at The Second City. Her first television role was in the 1987 television series Ohara. Fay's television worked continued into the 1980s and 1990s as she guest-starred on numerous shows including thirtysomething, Roseanne, Mad About You, Seinfeld, Dharma and Greg, Gilmore Girls, Suddenly Susan, Charmed and Freaks and Geeks.