Harold Armstrong Fry was educated at St Andrew's College, Grahamstown, and passed the matriculation examination of the University of the Cape of Good Hope in 1885. Subsequently he moved to the South African Republic (Transvaal), where he was admitted as an agent in April 1892. He may also have qualified as a lawyer, and became a partner in the firm Van Hulsteyn, Feltham* & Fry of Johannesburg.
Fry was a naturalist of note. In 1898 he visited Cape Town where he consulted the insect collection of the South African Museum and donated a variety of specimens to its collections: one snake, one frog, a beehive with minute bees of an unidentified species, several kinds of white ants and, with John P. Cregoe*, a small but valuable collection of Transvaal Arachnida. He followed this up in 1899 with three snakes in spirit, some Solifugae (one new to the museum), scorpions, and a spider that was new to the museum. During the Anglo-Boer War (1899-1902) he was absent from Johannesburg and collected plants in Natal (1899) and at Swellendam and Bredasdorp (1900). His specimens ended up in the herbarium of E.E. Galpin* at the Botanical Research Institute in Pretoria and the species Adenandra fryii was named after him by R.A. Dummer*. Insects which he collected in Umvoti County (around Greytown, Natal) and at Bredasdorp, as well as Arachnida and Onychophora (Peripatus and allied taxa) from Natal and the Cape were presented to the South African Museum in 1900. At this time he was living at Wagenhuiskrantz (now Waenhuiskrans), near Bredasdorp.
After returning to Johannesburg Fry resumed his donations in 1904 with 25 fishes from the Mooi River at Potchefstroom and various insects. In appreciation of his continued support he was made a "correspondent" of the museum this year, which meant that he would receive its publications free of charge. His donations continued in 1907 with a series of insects from the Transvaal and some from Egypt, several of which were new to the museum while one or two were new to science. The next year he presented some more fresh water fishes, this time from the Limpopo and Kuruman Rivers, some Arachnida, and a collection of 237 species of insects, most from the Transvaal, of which 49 were new to the museum.
Fry became a member of the South African Philosophical Society in 1898 and remained a member when it became the Royal Society of South Africa in 1908. He was also a founding member of the South African Ornithologists' Union in 1904, and still listed as a member in 1909. In 1905 he joined the British Association for the Advancement of Science when it held its annual meeting in South Africa. During the last years of his life he was a farmer in the Rustenburg district. He was survived by his wife, Helen M. Fry, born Zevick, but left no children.