The police are looking into a report that Gray rode the Staten Island ferry on Friday, the New York Post reported. Gray attempted suicide aboard the ferry in September, but was prevented by a friend.

The actor and author was due to fly to Aspen, Colorado, on Friday, Jan. 9, but decided to stay in Manhattan when his LaGuardia Airport flight was canceled. His five-year-old son with wife Kathy Russo, Theo, and Russo's 17-year-old daughter Marissa, saw him at 6 PM that night, and Theo spoke with his father on the phone several hours later. After that, his whereabouts are unknown. He left his Tribeca loft—which is just a block away from the Performing Garage, where he often performed with The Wooster Group, the famous avant garde troupe he co-founded—without his wallet, his baggage or his medication.

Russo reported Gray's disappearance to the police Sunday, Jan. 11 at 10 AM, explaining that the writer disappeared after he returned home from the movies with their two young children.

Gray, who was been depressed since he suffered head injuries in a car accident in Ireland in 2001, has attempted suicide on two occasions. In October 2002 the entire run of his solo piece, Black Spot, at P.S. 122 was canceled when Gray checked into a mental hospital. At that time, Gray had been found near his Long Island home contemplating a jump from a local bridge. The police and his wife talked him down.

Ironically, Black Spot centers on the car crash. Gray was celebrating his 60th birthday when traveling in Ireland in 2001. According to press materials, the crash happened on the day after the longest day of the year. The monologue also addressed Gray's family's move into a bigger house—scheduled moving day: Sept. 11, 2001. Gray won an OBIE for Swimming to Cambodia and filmed the monologue. Other works include Morning, Noon and Night, Monster in a Box, Gray's Anatomy and It's a Slippery Slope. He last performed on Broadway in another writer's work on Broadway — Gore Vidal's The Best Man.

Gray often premiered his works at the Performing Garage or at P.S. 122. Later, as his fame grew, the polished pieces graduated to extended runs at Lincoln Center, where he would perform on Sunday and Monday nights. While he also took on conventional acting role in films such as "Beaches" and "The Paper," he was best known for—and by his own account, most comfortable in—his confessional solo pieces, which routinely received lavish praise from critics.

Many of his works took a comic look with his inability to cope with his own profession and life. Swimming to Cambodia grew out of a trying trip to southeast Asia to film a supporting role in "The Killing Fields." Monster in a Box centered on his difficulty in finishing his first novel—a book about how he found it impossible to take a successful vacation. Gray's Anatomy concerned his descent into alternative medicine to treat an eye condition. And It's a Slippery Slope dealt frankly with his decision to leave longtime companion and collaborator Renee Shafransky (who he mentioned often in his monologues) to marry the young Russo, with whom he was expecting a child.

Swimming to Cambodia, Gray's Anatomy and Monster in a Box were also made into films. Jonathan Demme directed the first, while Steven Soderbergh helmed the second.

Gray's mother, a Christian Scientist, committed suicide. The actor often discussed the topic in his autobiographical monologues.