Our Lord, the Pattern to the Bishops of His Church: A Sermon, Preached in Grace Church in the City of New York on the Occasion of the Consecration of the Rev. Charles Franklin Robertson, S.T.D., as Bishop of Missouri.
By Henry Champlin Lay.
New York: Pott and Amery, 1868.

Baccalaureate Sermon Preached before the Graduating Class of Seabury Divinity School, 1873.
Faribault: Printed at the Republican Offices, 1873.

The Churchman's Answer as to the History and Claims of the Protestant Episcopal Church: A Lecture.
St. Louis: W.B. Chittenden, 1878.

Some Helps and Hindrances to Church Growth: The Bishop's Address before the Convention of the Diocese of Missouri, St. Louis, September 28th, 1880.
St. Louis: Woodward, Tiernan and Hale, 1880.

Encouragements in the Effort to Reach a Better Understanding between Christianity and Judaism.
New York: C.S.P.C.J., 1881.

The Early Days of the Church in Kansas City.
Kansas City: Vestry of Grace Church, 1883.

The Attempts Made to Separate the West from the American Union: A Paper Read before the Missouri Historical Society February 4, 1885.
St. Louis: Missouri Historical Society, 1885.

The Louisiana Purchase in Its Influence upon the American System: A Paper Presented to the American Historical Association September 9, 1885.
New York: Putnam, 1885.