Gray had not been seen since January
Spalding Gray, 62, best known for the 1987 film Swimming to Cambodia, was found dead in a New York river on Sunday after being missing for nearly two months.
No cause of death was given but Gray reportedly suffered from depression and had attempted suicide before.
He was born on 5 June, 1941 and grew up in Rhode Island with his parents and two brothers.
He first became interested in acting at Emerson College in Boston, where he began storytelling in front of small audiences before going on to work in underground theatre in New York.
In 1979, Gray co-founded Manhattan's famous Wooster Theatre Group with actors such as Willem Dafoe, where he wrote an autobiographical trilogy of plays about life in Rhode Island.
He went on to perform over a dozen monologues including Sex and Death to the Age 14 and Booze, Cars and College Girls.
Some of Gray's monologues were made into films
Gray broke into films with a part in Vietnam film Coward in 1970 and went on to appear in nearly 40 movies.
He had roles in The Killing Fields (1984), Beaches (1988) and Kate and Leopold (2001), amongst others.
Gray became best known for his award-winning monologue Swimming to Cambodia based on his role in The Killing Fields and the troubles in Cambodia.
Directed by Jonathan Demme, it was praised by the press when it was released in 1987.
"Talking about himself - with candor, humour, imagination and the unfailingly bizarre image - he ends up talking about all of us," said Washington Post reviewer David Richards.
But Gray's life was touched by tragedy - his mother suffered two nervous breakdowns and committed suicide in 1967 at the age of 52.
In his monologue, A Slippery Slope, Gray told his audience he had to overcome a deep depression associated with his 52nd birthday - his mother's age when she killed herself.
He also never fully recovered from a serious car accident in 2001 in Ireland which left him in poor health.
"I'm not a great social satirist. I need time to absorb life. I spend a lot of time mulling, cogitating," Gray said in 1987.
He is survived by his wife, Kathleen Russo, two sons aged 11 and six, a stepdaughter and two brothers.