The Collaborative International Dictionary of English v.0.48:

Fay \Fay\, v. i. (Shipbuilding)
   To lie close together; to fit; to fadge; -- often with in,
   into, with, or together.
   [1913 Webster]

   Faying surface, that surface of an object which comes with
      another object to which it is fastened; -- said of plates,
      angle irons, etc., that are riveted together in shipwork.
      [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Fay \Fay\, n. [F. f['e]e. See Fate, and cf. Fairy.]
   A fairy; an elf. "Yellow-skirted fays." --Milton.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Fay \Fay\, n. [OF. fei, F. foi. See Faith.]
   Faith; as, by my fay. [Obs.] --Chaucer.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Fay \Fay\ (f[=a]), v. t. [imp. & p. p. fayed; p. pr. & vb. n.
   Faying.] [OE. feien, v.t. & i., AS. f[=e]gan to join,
   unite; akin to OS. f[=o]gian, D. voegen, OHG. fuogen, G.
   f["u]gen, Sw. foga. See Fair, and cf. Fadge.]
   (Shipbuilding)
   To fit; to join; to unite closely, as two pieces of wood, so
   as to make the surface fit together.
   [1913 Webster]

WordNet (r) 3.0 (2006):

fay
    n 1: a small being, human in form, playful and having magical
         powers [syn: fairy, faery, faerie, fay, sprite]

Moby Thesaurus II by Grady Ward, 1.0:

30 Moby Thesaurus words for "fay":
   Ariel, Befind, Corrigan, Finnbeara, Mab, Oberon, Titania, banshee,
   brownie, cluricaune, dwarf, elf, fairy, fairy queen, gnome, goblin,
   gremlin, hob, imp, kobold, leprechaun, ouphe, peri, pixie, pooka,
   puca, pwca, sprite, sylph, sylphid