She is best known for the belief that she was Etta Place, the former girlfriend of the famous outlaw Harry Alonzo Longabaugh, aka the Sundance Kid, who was allegedly killed in a shootout in South America in November 1908.
Gray was described as a beautiful woman, and according to Pinkerton reports, she arrived in Fort Worth, Texas, and began running a brothel in 1909 after Etta Place had been seen for the last time in San Francisco, where she may have requested assistance in obtaining a death certificate for Longabaugh, in an effort to settle his estate.
Contrary to common belief, the connections between Place and Gray did not establish themselves to any great extent at the time she arrived in Fort Worth, but rather many years afterwards.
[1] He did not arrive in Fort Worth until 1909, and his infamous siege of Hell's Half Acre, the city's red-light district, didn't occur until 1912.
[4] In January 1962, Eunice Gray died in the fire which destroyed the Waco Hotel, which she still owned and operated at 110 1/2 East 15th street in Fort Worth, Texas.