Actor-Writer Gray Reported Missing

01/13/2004 AT 01:55 PM EST

"Swimming to Cambodia" writer, monologist and actor Spalding Gray has been reported missing by his wife, say reports.

Police in the Soho district of New York City and in Southampton, N.Y., where Gray, 62, maintains his primary residence, have been searching for him with the investigation continuing early Tuesday, Sgt. Michael Wysokowski, an NYPD spokesman, tells the Associated Press.

Gray, who has appeared in such films as "Kate & Leopold" (2001), "The Paper" (1994) and "Beaches" (1988), has a history of depression and even tried to commit suicide in 2002, according to The New York Times.

His brother, Rockwell Gray, a professor of English at Washington University in St. Louis, said he had last seen Spalding around Christmas. "I wouldn't say he was in a happy state," Rockwell Gray told The Times. But "it wasn't unusual. He's been in a fairly depressed condition for some time."

Gray's wife, Kathleen Russo, who reported him missing Sunday night, told the Times she had been waiting for information about him but would not discuss his disappearance.

Scott Shepherd, 35, an actor with the Wooster Group, a troupe formed by Gray in 1977, tells The Times that he too last saw him around Christmas, and added, "He's been in bad shape for a while since that car accident (in Ireland in 2001)."

According to the New York Post, police investigating Gray's Hamptons home found no note from him. The paper also reports that Gray's mother committed suicide when she was about the same age as Gray.

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