His mother committed suicide in 1967; Gray sometimes referred in his monologues to a desire to do the same.
His depression worsened when his family moved from the house he loved
in Sag Harbor to one he hated in New Haven.
Was reported missing on Sunday, January 10, 2004. His body was found in the East River (New York City) on March 7, 2004.
Suffered severe injuries in a 2001 automobile accident in Ireland. At
the time of his disappearance in January 2004, it was reported that
Gray had been working on a new monologue based upon his experience and
recovery after the accident. According to some published reports, Gray
suffered from depression which intensified after the accident.
