Clay went to Europe during the years 1825 until 1828. He studied art there. After he came back to America, he made a collection of drawings called "Life in Philadelphia". The drawings show racism against African American people who lived in Philadelphia. In the year 1831, he started making political cartoons. He made jokes about Andrew Jackson in a drawing called "The Rats Leave a Falling House". He moved to New York City in 1837. He made art for magazines and books, and also made drawings for sheet music.