Enlisted in the U.S. Navy in 1942, along with his entire band. After World War II, he resumed leading a big band. McCoy retired in 1955 to operate a night club in Denver, Colorado. He was back in the music business by 1960, fronting a Dixieland combo at the Round Table in New York. During the next twenty years, he continued to perform in ballrooms and concert halls across the U.S. and Canada.