Finlay was on the Southern Pacific Railroad seventeen miles northwest of Sierra Blanca in southwestern Hudspeth County. It was named for pioneer settler J. R. Finlay, who also gave his name to the mountain range northwest of the town. A local post office was established in 1890 but never officially opened. A second one was established in 1903, with Arthur S. Dowler as postmaster. In 1914 Finlay was described as "a rural post office on the Galveston, Harrisburg & San Antonio Railway," and grocer George W. Norsworthy had a store there. In the mid-1930s the estimated population of Finlay was twenty-five; by the late 1930s it had grown to seventy-five. The last available population estimates for Finlay date from the mid-1940s, when the town had about 100 inhabitants. By the early 1970s Finlay was only a stop on the railroad.