Kolby debuted as a published author in 2001 with the fantasy novel
Will O'Phillie and the story of Lord Falconbridge on Cappelen Damm. The story takes place in England where the 12-year-old Will O'Phillie suddenly brings to life magical powers as he walks in a forest and reads aloud a Shakesperian sonette.
This awakens the head of the more than 400 year old Lord Henry Falconbridge who was decapitated in 1622. Together they embark on a journey to fight an attack from dark powers as well as to find Ophelia, the long lost love of Lord Falconbridge. The novel was also published in Danish.
In 2008 Kolby had published the historic novel Flames on Kagge Forlag. The book thematize the witch processes in Northern Norway in the 17th century. The book takes place in Lyngen by Tromso where a love story and drama unfolds around the Danish-Norwegian King Christian IV's historic visit at the location in 1599.
The novel debates the historic witch processes in Norway as well as today's religious oppression of women. Kolby has also written a screenplay of the story and has worked for an adaption of Flames.
In 2009 Kolby published Ghostwalking - Haunted places in Norway with his co-writer Kristin Amundsen on Kagge Forlag. The book presents a series of locations around in Norway that is allegedly haunted. Many of the places are famous, such as Akershus Fortress in Oslo, the Nidaros Cathedral in Trondheim and the Utstein monastry in Stavanger.