Gray committed suicide in 2004. His body was discovered in the East River by police March 7 after having gone missing for nearly two months.

Gray worked with Soderbergh as both an actor and a director. He starred in Soderbergh's 1993 film "King of the Hill," and the director piloted the film version of Gray's monologue "Gray's Anatomy" in 1996.

Gray won an OBIE for Swimming to Cambodia and filmed the monologue with director Jonathan Demme. Other works include Morning, Noon and Night; Monster in a Box; Gray's Anatomy; and It's a Slippery Slope. He performed on Broadway in Our Town and 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 roles 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 Kathy Russo, with whom he was expecting a child. *

Gray's body was spotted off the Greenpoint section of Brooklyn, near Kent Avenue, at around 3 PM March 7, 2004. It is believed he jumped into the harbor from the deck of the Staten Island Ferry. He had officially become a missing person on Jan. 19.

Gray attempted suicide aboard the ferry in September 2003, but was prevented by a friend. He was again seen on the boat the evening of Jan. 9. Unable to decide whether to disembark, he was escorted off the ferry by security guards.

The actor and author was due to fly to Aspen, Colorado, on the morning of Saturday, Jan. 10, 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 that day. They later attending a showing of the film "Big Fish" at the Loews Village VII on Third Avenue and then had lunch a Haveli, a Second Avenue Indian restaurant, the Post reported.

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 was been depressed since he suffered head injuries in a car accident in Ireland in 2001, where he was vacationing in celebration of his 60th birthday. He fractured his skull and hip. According to his wife, the accident caused him to have a metal plate implanted in his head, and a torn sciatic nerve impaired his ability to walk.

Since then, he has attempted suicide, or threatened to, on several 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. Russo told the Post that, in September 2003, he jumped out of a boat while sailing on Sag Harbor. Soon after, he left an answering machine message for Russo saying he was on the Staten Island ferry and was going to jump off.

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