Without a Trace

updated 02/02/2004 AT 01:00 AM EST

originally published 02/02/2004 AT 01:00 AM EST

Visiting with their friend Spalding Gray some time ago, Sara Vass and Richard Mauro tried to reassure him that the depression he had been battling would abate. "Richard said, 'This is bottom,' " Sara recalls. "Spalding was staring at him really hard, and he said, 'How do you know? How do you know it's going to get better?' "

Gray's family and friends now fear his anguish may have become unendurable. On Jan. 10, after taking his kids to see the movie Big Fish, the 62-year-old actor and monologuist left his family's Manhattan apartment. At 9 p.m. he called and told his son Theo, 7, that he loved him. He has not been heard from since, and witnesses have said they saw him on the Staten Island Ferry the night he disappeared. Ferry mate William Doyle also says he saw Gray the previous evening. "He had a distant look in his eye," Doyle says.

Best known for the 1987 film version of his performance piece Swimming to Cambodia, Gray sank into depression after a 2001 car accident in Ireland that left him with a fractured skull. Diagnosed with bipolar disorder, Gray, whose mother took her life when he was 14, tried antidepressants with little success and attempted suicide at least twice. Recently, says wife Kathleen Russo, 43, the mother of Gray's sons Theo and Forrest, 11, "he seemed to be improving." Famous for turning his every experience into theater ("The only thing I'm depressed about is that I won't be able to share my death," he told PEOPLE in '87), he was back onstage with a new monologue, Life Interrupted. "We talked about suicide," Russo says. "It wasn't an option. He told me he had a responsibility to his children and me, and he would see it through."

While police continue their investigation, Russo tries to make life as normal as possible ("It's Theo's birthday—we're planning a party," she said on Jan. 15) and to hold on to hope. "I'm asking the community to please look for Spalding," she says. "We can't close any doors."

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