Bury Hall opened on October 2, 1908. This women's dormitory served as the campus' second residence building after Taylor Hall. Northern Arizona Normal School (NANS) used locally abundant Moenkopi sandstone to construct the building. Bury Hall originally contained thirty bedrooms, eight bathrooms, a parlor with leather couches and chairs, and a laundry room and cafeteria in the basement.
The hall is named after Frances Bury, one of the first two teachers at NANS who taught math, art, and English. Bury had traveled throughout the northern areas of Arizona Territory to recruit students for the School, and served as an assistant to School President Almon N. Taylor.
In 1925, the School divided Bury Hall into two sections. The west end housed male students, while female students lived in the east section. This made Bury Hall the School's first coeducational dormitory. Between 1929 and 1930 the building became exclusively a men's dormitory and remained so until 2002. Today it is the home of the University College.