When the American colonies were successful in defeating the British in the U.S. Revolutionary War, some Loyalists fled the country, traveling to the closest Crown territory, The Bahamas. Man-O-War Cay is one of the early Loyalist settlements in The Abacos, and beginning in 1798, its residents started farming. In 1820, a shipwrecked sailor named Benjamin Albury met Eleanor Archer, who worked on a farm, and they married in 1821. Their descendants are the Albury's of today, industrious people who operate the many family-owned businesses found on this cay.

A stroll through this quaint, peaceful, well-kept community will confirm that much of its history is still very much alive, preserved and celebrated by the residents. Three churches serve the spiritual needs of the population of just a few hundred people. They are very conservative; the cay has the distinction of being the only "dry" island in The Bahamas, with absolutely no public sale or consumption of alcohol there.