The surname Pilsburay was first found in Pilsbury, a hamlet in Derbyshire that dates back to the Domesday Book of 1086 where it was first listed as Pilsberie.  At that time, the lands were property of Henry de Ferrers (also known as Henri de Ferrières), a Norman soldier from a noble Norman family from Ferrières-Saint-Hilaire, Eure in Upper Normandy. He lost his brother William (Guillaume) in the battle but he survived to be granted 210 manors throughout England and Wales. The place name literally means "fortified place of a man called Pil," from the Old English personal name + "burh."  Pilsbury Castle was a Norman motte-and-bailey castle located nearby the village overlooking the River Dove.
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Migration of the Pilsburay family
Some of the first settlers of this family name or some of its variants were: John Pilborow, who was on record in Annapolis, MD in 1685; and Daniel Pilborough, age 17, who came to Maryland or Virginia in 1719.