Rory grew up in Las Vegas and attended Harvard, where he acted in 10 plays while getting his degree in Computer Science and Mathematics. He later attended the 2-year graduate acting program at LAMDA, the London Academy of Music and Dramatic Art. In 2014, Rory was a part of the "The Mysteries," a project at The Flea Theater in New York involving 50 contemporary playwrights, including David Henry Hwang, Lucas Hnath, Kate Moira Ryan, and others. For this, he was profiled in the New York Times. The New Yorker once reviewed him in a Sam Marks play and called him a "scheming, sweating art monster." His writing has also been featured in McSweeney's Internet Tendency.