At the 1939 World's Fair in New York, Roy played upright bass behind Red River Dave McEnery. Also in New York, Horton participated in numerous recording session secured by his brother Vaughn in Rhythm and blues music for companies such as Continental, London, Majestic, MGM, National, and Varsity among others. While performing in New York, Roy and Vaughn formed the Pinetoppers with two other men to perform "hillbilly" music (as country music was known in the late 1930s and early 1940s) before adding sisters Trudy and Gloria Martin to form the Beaver Valley Sweethearts. Their biggest hit in 1951 was "Mockin' Bird Hill", a song where Vaughn provided the lyrics.