McCoy was a long-time member of The Tonight Show band under Doc Severinsen, and played under Severinsen on records. He was also an active session player for jingles and commercials recorded in New York. McCoy played with pianist Peter Nero, The Manhattan Transfer, Enoch Light, and jazz trombonist Urbie Green. McCoy also played trumpet on The Electric Company. He played for Broadway shows, or the cast albums, for Hello, Dolly!, The Wiz, and others. In the 1980s, McCoy worked with Yamaha designing a custom-made trumpet and mouthpieces.