 In 1938, she began to appear mainly in Western films, such as "Ghost Town Riders" (1938) as Molly Taylor (credited as Fay Shannon), and "When the Daltons Rode" (1940) as Hannah.She had a small part in the 1939 film "Gunga Din", which was inducted by the United States Library of Congress for preservation in the National Film Registry in 1999 with the motivation of being "culturally significant".In 1940, McKenzie appeared in the stage show "Meet the People", which premiered in Los Angeles and ended up on Broadway.