In his early years in New York City, McNally's interest in theatre brought him to a party where, departing, he shared a cab with Edward Albee, who had recently written The Zoo Story and The Sandbox. They functioned as a couple for over four years during which Albee wrote The American Dream and Who's Afraid of Virginia Woolf?[12] He was frustrated by Albee's lack of openness about his sexuality. McNally later said: "I became invisible when press was around or at an opening night. I knew it was wrong. It's so much work to live that way."[71] After his relationship with Albee, McNally entered into a long-term relationship with the actor and director Robert Drivas.[12] Drivas and McNally broke up as a couple in 1976; they remained close friends until Drivas died of AIDS-related complications ten years later.[29]
McNally was partnered to Tom Kirdahy, a Broadway producer and a former civil rights attorney for not-for-profit AIDS organizations, following a civil union ceremony in Vermont on December 20, 2003.[72][73] They married in Washington, D.C., on April 6, 2010. In celebration of the Supreme Court's decision to legalize same-sex marriage in all 50 states, they renewed their vows at New York City Hall with Mayor Bill de Blasio, Kirdahy's college roommate,[74] officiating on June 26, 2015.[75][76]
As a young man, McNally was a heavy drinker. He relates that while attending a party in 1980 he spilled a drink on Lauren Bacall. "Then someone I hardly knew, Angela Lansbury, [said] 'I just want to say, I don't know you very well, but every time I see you, you're drunk, and it bothers me.'...She was someone I revered, and she said this with such love and concern. I went to an A.A. meeting, and within a year, I had stopped drinking."[77]
When given his Tony for Lifetime Achievement in June 2019, he began his acceptance speech saying "Lifetime achievement. Not a moment too soon." He wore a cannula and appeared short of breath.[78] McNally died at Sarasota Memorial Hospital in Sarasota, Florida, on March 24, 2020, at the age of 81, from complications of COVID-19 during the COVID-19 pandemic. He had previously overcome lung cancer in the late 1990s that cost him portions of both his lungs due to the disease, and he was living with COPD at the time of his death.[13]
