His acting credits include The Prestige, The Spanish Prisoner, Mystery Men, Heist, Boogie Nights, Tomorrow Never Dies, Heartbreakers, State and Main, House of Games, Magnolia, and Deadwood.

[4][5] He rarely spoke publicly about his parents, but did share an anecdote: "My father oiled his hair with Brylcreem and brushed his teeth with Colgate", Jay recalled.

"[2] During an interview on the National Public Radio program Fresh Air with Terry Gross, Jay said that possibly "the only kind memory I ever had of my parents" was when they secretly hired one of his idols, magician Al Flosso, to perform at his bar mitzvah.

[2] During the 1960s and 70s, Jay lived in Ithaca, New York, performing while also intermittently attending the Cornell University School of Hotel Administration, but later moved to the Los Angeles area.

After twenty minutes of disbelief-suspending manipulations, Jay spread the deck face up on the bar counter and asked Nogulich to concentrate on a specific card but not to reveal it.

He could throw a playing card into a watermelon rind (which he referred to as the "thick, pachydermatous outer melon layer" and "the most prodigious of household fruits") from ten paces.

Jay played Henry Gupta, a henchman to villain Elliot Carver, in the James Bond film Tomorrow Never Dies; and appeared in Paul Thomas Anderson's Boogie Nights and Magnolia, as well as Christopher Nolan's The Prestige.

He joined the cast of the HBO western drama Deadwood as a recurring character and writer for the first season in 2004, playing card sharp Eddie Sawyer.

As an expert on magic, gambling, con games and unusual entertainment, Jay was a consultant on Hollywood projects for many years, beginning with his work on Francis Ford Coppola's production of Caleb Deschanel's The Escape Artist.

In the early 1990s, Jay and Michael Weber created a firm, Deceptive Practices, providing "Arcane Knowledge on a Need-to-Know Basis" to film, television and stage productions.

Among many accomplishments, they designed the wheelchair that "magically" hid Gary Sinise's legs in Forrest Gump; the glass that "drinks itself" used by the gorilla in Congo; and an illusion "in which a man climbs to the top of a ladder of light and vanishes in midair" for the Broadway production of Angels in America: Perestroika.

[16] Other projects they worked on included The Prestige,[17] The Illusionist, Sneakers, Leap of Faith, Wolf, The Parent Trap, I Love Trouble, The Great Buck Howard, Heartbreakers, and Ocean's Thirteen.

[18] Jay authored numerous articles and delivered many lectures and demonstrations on such subjects as conjuring literature, con games, sense perception, and unusual entertainments.

Among his presentations: Jay also lectured at Harvard University, USC, the Grolier Club, the Hammer Museum, Getty Center, and Town Hall Theatre in New York City.