Monster in a Box (1991), directed by Nick Broomfield, concerned Gray's attempts to complete his epic novel Impossible Vacation, published the following year; a third feature film, the Steven Soderbergh-helmed Gray's Anatomy, followed in 1996. The compact disc edition of his monologue It's a Slippery Slope appeared two years later.
Gray sustained severe injuries in a head-on car collision while on vacation in Ireland during 2001, and the collision and its aftermath exacerbated the depression he had suffered for years. In January 2004, Gray was declared missing in New York, and two months later, on March 7, 2004, his body was pulled from the East River. It was presumed that he had committed suicide by jumping off the Staten Island ferry. ~ Jason Ankeny, Rovi