On March 7, 2004, the Office of Chief Medical Examiner of the City of New York reported that Gray's body was discovered by two men and pulled from the East River. One of the men gave an interview about the incident. It is believed that Gray jumped off the side of the Staten Island Ferry. Gray had previously attempted suicide in 2002; he had a history of depression, and his mother had killed herself in 1967. Gray was reported to have been working on a new monologue at the time of his death. There was speculation that his revisiting the material of the car crash in Ireland and his subsequent attempts to recover from his injuries might have triggered a final bout of depression. Gray was buried at Oakland Cemetery in Sag Harbor, New York. He was survived by his wife Kathie Russo, stepdaughter Marissa, sons  and Theo Spalding Gray, and brothers Rockwell and Channing Gray. Theater historian Don Wilmeth noted Gray's contribution to a unique style of writing and acting:  Describing the play-film monologue, theatre director Mark Russell wrote:  Journalist and author Roger Rosenblatt, described Gray as  Director Jonathan Demme said of Gray, "Spalding's unfailing ability to ignite universal emotions and laughter in all of us while gloriously wallowing in his own exquisite uniqueness will remain forever one of the great joys of American performance and literature". "He took the anarchy and illogic of life and molded it into something we could grab a hold of," said actor and novelist Eric Bogosian. "It took courage to do what Spalding did, courage to make theatre so naked and unadorned, to expose himself in this way and to fight his demons in public." Theater critic Mel Gussow wrote of Gray's "Swimming to Cambodia" and "Terrors of Pleasure" that "Through a look or a comment, he offers intelligent analysis. Though the narrative is entirely centered around Mr. Gray himself, it never suffers from self-pity or self-indulgence. He remains the antihero in his own fascinating life story, the never ending tale of EverySpalding." In 2005, Gray's unfinished final monologue was published in a hardcover edition entitled "Life Interrupted: The Unfinished Monologue." The monologue, which Gray had performed in one of his last public appearances, is augmented by two additional pieces he performed at the time, a short remembrance called "The Anniversary" and an open letter to New York City written in the wake of the September 11 attacks.