Lay began his career in 1957, as the drummer for the Original Thunderbirds. He soon after became the drummer for the harmonica player Little Walter.
In the early 1960s, Lay began recording and performing with prominent blues musicians, including Willie Dixon, Howlin’ Wolf, Eddie Taylor, John Lee Hooker, Junior Wells, Bo Diddley, Magic Sam, Jimmy Rogers, Earl Hooker, and Muddy Waters. The recordings Lay made during this time, along with Waters’s album Fathers and Sons, recorded in 1969, are considered to be among the definitive works of Waters and Wolf.
In the mid-1960s, Lay joined the Paul Butterfield Blues Band and recorded and toured extensively with them. Bob Dylan used Lay as his drummer when he introduced electric rock at the Newport Folk Festival in 1965. Lay also recorded with Dylan, notably on the album Highway 61 Revisited (Lay drummed on the track “Highway 61”; the drummer on most of the other tracks was Bobby Gregg)
Lay’s drumming can be heard on over 40 recordings for Chess Records, with many notable blues performers. He toured the major blues festivals in the US and Europe with the Chess Records All-Stars.
In the late 1980s Lay was inducted into the Blues Hall of Fame, in Memphis. He has also been inducted into the Jazz Hall of Fame, in Los Angeles, and the Rock n’ Roll Hall of Fame, in Cleveland. He was nominated eight times for the coveted W. C. Handy Award for Best Instrumentalist, including a nomination in 2005.
Lay made two albums with his own band, released by Appaloosa Records and Evidence Records, and two recordings for Alligator Records with the Siegel-Schwall Band. His own album, Sam Lay in Bluesland, released in 1969 by Blue Thumb Records, was produced by Michael Bloomfield and Nick Gravenites.
He was nominated in 2000 for a Grammy Award for his performances on the CD Howlin’ Wolf Tribute. He was honored by the Recording Academy in January 2002 with a Legends and Heroes Award for his significant musical contributions. He was prominently featured in the PBS television documentary History of the Blues, broadcast in seven episodes, produced by the Academy Award–winning director Martin Scorsese. Lay shot many home movies of fellow blues performers in small Chicago venues in the late 1950s and 1960s, parts of which were included in History of the Blues and the WTTW television production Record Row, by the filmmaker Michael MacAlpin.
In 2009, Lay worked alongside Johnnie Marshall. In 2014, a video documentary detailing his life, Sam Lay in Bluesland, was created.