Roy was born in Bethesda, Maryland, and raised in Lovettsville, Virginia. Growing up near the Potomac River, Roy was familiar with places linked to the early history of the United States. For one of his high school activities he reenacted John Brown's raid on Harper's Ferry. His parents, Don and Rhonda Roy, were conservatives who supported Ronald Reagan and helped shape Roy's political views. In late November 1949, Roy's father contracted spinal and bulbospinal polio during an epidemic. This occurred soon after his father (Roy's grandfather) died of cancer on Thanksgiving weekend. Roy's father went to Lion Camp in Kerrville for therapy and was able to avoid being placed in an iron lung. He wound up with a permanent tracheostomy due to polio's effects.