Prior to his breakthrough, Gray was memorable in a small role in David Byrne's "True Stories" (1986). As a result of the success of "Swimming to Cambodia", he continued to appear in features--while devoting time to writing and stage performances--usually playing doctors or other WASP establishment figures. His films include "Beaches", as a doctor, "Clara's Heart" (both 1988) and "Straight Talk" (1992), again as a doctor. Gray also worked in TV.
In 1992, he returned to his roots with "Monster in a Box", a film version of his acclaimed staged monologue. Chronicling Gray's life after "Swimming to Cambodia" and his struggle to write a semi-autobiographical novel, "Impossible Vacation". He next appeared in Paul Mazursky's "The Pickle" (1993), as . . . a doctor. He had a change of pace portraying a newspaper editor in Ron Howard's "The Paper" (1994) and was a tour group leader in "Beyond Rangoon" (1995). In 1998, Gray displayed his ablities to carry an entire show when he performed soley in "Morning, Noon and Night." He then joined rappers Method Man and Redman for the feature "How High," A comedy about two students who, after being accepted to Harvard, manage to turn the campus upside-down. (2001) In the 2002 feature "Revolution #9," Gray co-starred in the thriller with veteran Adrienne Shelly and newcomer Michael Risley.