In 1990 he moved to New Orleans to join French Quarter legends Augie Jr. and the Big Mess Blues Band.
Ray toured in Europe for a year with the Big Mess Blues Band following the release of its self-titled debut album in 1990.
Subsequently, Ray moved to Chicago and began collaborations with many of that city's leading musical lights, including Uncle Tupelo’s Jeff Tweedy and Jay Farrar, Jon Langford of the Mekons, the performance artist Brigid Murphy, and Poi Dog Pondering’s Frank Orrall.
In 1991 he started the Chicago underground jug band Devil in a Woodpile with Rick Sherry, and in 1993 co-founded the Bottle Rockets with Brian Henneman.
From 1997 to 2008 Ray was the first chair Chapman Stick player with the Blue Man Group of Chicago at the Briar Street Theater.