Henry Clay McGonagill was born on September 24, 1879 to George M. McGonagill (1841 – 1921) and Narcissa Josephine “Grandma” Haynes McGonagill (1839 – 1935) in Sweet Home, Texas. His family were ranchers and he grew up in West Texas and Southeastern New Mexico as they finally settled in Lea County. It was there that he learned to ride and rope as he lived and worked on the family ranches. Later he did some cowboying for other ranchers.

For many years, Clay was a championship rodeo contestant and supported himself with his rodeo winnings, primarily in steer roping. In the day, many such rodeos were local affairs and some were known as “fairgroundings.” McGonagill nevertheless developed a wide reputation in the rodeo world competing in the United States, Canada, Mexico and at least one time in South America. Clay moved around over the years, but for a while he operated out of a ranch in Monument.

He married Annie Laurie Johnston in 1904 and the couple was living in Arizona when Clay was accidentally electrocuted. On October 24, 1921, he was hauling hay on the Papago Indian Reservation near Sacaton, Arizona when he came across a low hanging power line. In trying to clear the roadway to make room for his hay wagon, he came on contact with the power line carrying 11,000 volts of electricity and was instantly killed.

Clay is buried in the Lovington Cemetery in Lea County along with his parents. He was inducted into the National Rodeo Hall of Fame in 1975.