1.  Directory of Royal Genealogical Data [link died] by Brian C. Tompsett, citing The Complete Peerage, Vol. V, p. 658, note d.

2.  From Message #188 in the Lyon Family Genealogy Forum (online at GenForum.com), citing The Life of General Nathaniel Lyon (boldface added):

The family of Gen. Nathaniel Lyon descends, it is believed, in direct male line from Hon. Sir Thomas Lyon, Knt., of Auldbar, Forfarshire, North Britain, who was designated Master of Glamis, brother of John, 8th Lord Glamis.  Sir Thomas was one of the principal agents in the seizure of King James VI at the Raid of Ruthven, Aug. 28, 1582.  Was banished to England.  Returned again to Scotland and, with the Earls of Angus and Mar, seized Sterling Castle.  Again fled to England. Returned 1585, received again by the king to favor.  Our New England Lyons are unquestionably descended from the noble family of that name in North Britain, of which mention is so fully made by Burke in his LANDED GENTRY, I, 779.  Family records and traditions point in that direction.  Besides, there are striking traits of character, common to those bearing the name in this country and to their trans-Atlantic ancestors. <groan>

3.  From the "Book Notices" in the January, 1866, issue of The New England Historical and Genealogical Register, vol. 20, p. 96 (boldface added; italics theirs):

Life of General Nathaniel Lyon.  By Ashbell Woodward, M.D.  Hartford: Published by Case, Lockwood & Co. 1862. pp. 360... The genealogical chapter in the appendix is most acceptable; yet we should have been glad to have seen the lineage of Gen. Lyon traced with a little more distinctness, if it were possible, to the Hon. Sir Thomas Lyon, Master of Glamis, from whose noble family, the author says, "our New England Lyons are unquestionably descended."

4.  Sir John Bernard Burke.  1939.  Genealogical and Heraldic History of the Landed Gentry.  16th ed.  Burke's Peerage, London (reprinted 1996 as Burke's American Families with British Ancestry.  Genealogical Publ. Co., Baltimore, MD).  On p. 2572 (boldface added):

CHARLES ANDERSON BOSTON, of New York City, b. 30 Aug. 1863; m. Ethel Gustava, dau. of Edward Lyon, of New York City, a descendant of Richard Lyon, of Perthshire, Member of Cromwell's Army, who emigrated to America in 1648, son of John Lyon, of Auldbar, and grandson of Sir Thomas Lyon, styled Master of Glamis (d. 1608) and his wife, Eupheme, dau. of the 7th Earl of Morton.  Sir Thomas Lyon was the son of John Lyon, 7th Lord Glamis (see BURKE'S Peerage, STRATHMORE, E.).

5.  Descendants of Ingelram de Lions [link died] by David B. Lyon.

6.  LDS.  Family Search: Internet Genealogy Service:  AF - Ancestral File (online at FamilySearch.org).