Kolby's paintings are often political and references classical art, historical events and debate contemporary topics. With the use of both modern and classical symbols as well as symbolic persons Kolby has worked with themes as racism, the clerical abuse of children in the Catholic Church and the Anders Behring Breivik 2011 Norway Attacks.
Kolby received death threaths in 1997 when about to exhibit his historical painting The murder of Pope John Paul I in Oslo and withdrew the painting from the show. He also works extensively with portraits and has among others painted the three generations of Norwegian monarchs involved in the events of WWII and Dame Vera Lynn.
His paintings are found in the permanent collection of Norway's Crown Regalia Museum, Norway's Resistance Museum, The Norwegian Naval Museum as well as in the Royal Albert Hall.