[1] As an electric guitarist, Grey has recorded and performed with Mars,[2] with John Giorno in the opera Agamemon (1993), and under his own name.
Grey has also as led and recorded with various ad hoc ensembles called The Blue Humans.
Grey is also a motion picture historian and has written Nightmare of Ecstasy (1992), a biography of Ed Wood, the director of notoriously awful cult films.
In 2001, Grey rediscovered a copy of Ed Wood's final feature-length film, Necromania, which had been presumed to be lost, in a Los Angeles warehouse.
[4] In 2011, Grey produced a one-hour documentary called Dad Made Dirty Movies, about the life and career of 1960s porn film producer Stephen Apostolof, detailing his co-productions with filmmaker Ed Wood.