Coye's fame as an illustrator of the macabre developed as a result of his drawings for three horror anthologies edited by August Derleth in the early 1940s, Sleep No More, Who Knocks, and The Night Side.
Coye illustrated, as well as the H. P. Lovecraft collection, Three Tales of Horror, and two deluxe collections of pulp stories edited by Karl Edward Wagner and published by his imprint Carcosa : Manly Wade Wellman's Worse Things Waiting (1975) and Hugh B. Cave's Murgunstrumm and Others (1978).