1.  A.B. [Albert Brown] Lyon(s) & G.W.A. Lyon, eds.  1905. Lyon Memorial: Massachusetts Families.  [Vol. I.]  Press of Wm. Graham Printing Co., Detroit, MI (page images online at Ancestry.com; transcription by DGM from hard copy original; color added by DGM):

p. 329

NATHANIEL3 LYON [Nathaniel,2 Peter1] was born Dec. 28, 1680 (Concord) and died Sept. 5, 1718 (D).  He married, Nov. 27, 1707, Esther White (B).  No children of Nathaniel are recorded in Dorchester or in Canton records, but the persistency of family names was very strong in Peter's line.  It may, then, be presumed that had Nathaniel had children, he would have handed down the name.  There appears in Needham a Nathaniel, who from the date of birth of his eldest son would appear to have been born about 1710, and who died there in 1760.  As this name does not occur in the Roxbury line, this Needham family will be assigned to a place among Peter's descendants, unless the assumption be subsequently disproved.  The name Thomas, occurring in the will of Nathaniel4 without apparent cause, suggests that he may have had a brother Thomas.  Nathaniel's children, then, are assumed to be as follows:     *26.   I.   Nathaniel, b. 1710; m. Mary Lyon; d. Sept. 22, 1760.   27.   II.   Thomas (?). ...

2.  Lyon(s) Families Association of America: Database (on CD as of 22 Feb 2010; these are member submissions).