McKay was so upset in Columbia's treatment of her unreleased album, "Pretty Little Head" that at a concert in West Hollywood on November 29, 2005, she gave the personal e-mail address of Columbia/Sony CEO, Will Botwin.
Her last name is pronounced, "Mc-EYE"
Nellie started as a stand-up comic in Manhattan clubs and Greenwich Village gay bars.
At the 19th Annual GenesisAwards Nellie received the Doris Day Music Award.
Nellie played Polly in the 2006 Broadway production of The Threepenny Opera.
Since the age of 8, Nellie has been a vegetarian.
Nellie McKay is a member of PETA.
Her first CD, "Get Away From Me," was released on Columbia Records, and even thought the length is under 80 minutes, it is on 2 CDs, because Nellie wanted a feel of turning over a LP.