Jenkinson was born in Dickinson, in southwestern North Dakota;[1] his father was a banker and his mother a schoolteacher. Although the family moved quite often when he and his sister were children, Jenkinson grew up mostly in Dickinson. He graduated from Dickinson High School in 1973 and then attended Vanderbilt University[2] and the University of Minnesota. He graduated in 1977 with a degree in English, and was then a Rhodes scholar at Oxford.
Jenkinson has one child, Catherine Missouri Walker Jenkinson,[1][2] from his marriage to Etta L. Walker (they married on 16 March 1986 and divorced in 1997). His daughter was named after the Little Missouri River.
Jenkinson appeared in the 1997 Ken Burns documentary “Thomas Jefferson”, and in Burns’ 2023 documentary The American Buffalo.[4]
Jenkinson's public portrayals take the form of lengthy monologues followed by Q & A sessions as the character (in costume) featured for that performance. At the end of his performances, he steps out of character and answers questions as himself. Another performance variation is represented by his nationally syndicated radio show, The Thomas Jefferson Hour:
"While staying resolutely in character, Mr. Jenkinson permits Jefferson to answer audience questions on a broad range of historical subjects and comment carefully on contemporary social and political topics."
On November 15, 2006, Clay appeared as Jefferson on The Colbert Report with two other Jefferson impersonators, Bill Barker and Steven Edenbo.