In 1999, Lacy co-founded the Let 'em Run Foundation which received its 501(c)3 designation from the IRS in 2004. The Let 'em Run Foundation is dedicated to preserving, recovering, and providing sanctuary and homes for America's wild horses and burros who have no voice. Let 'em Run's mission is to serve as an educational, fund-raising and public relations entity, through its own efforts and in assisting similar non-profit organizations, to promote the appropriate and compassionate management of the wild horse, estray horse, and mustang population of Nevada and other species of endangered or mistreated animals.