- Performed for 17 years with a bullet lodged in her left lung, a wound suffered in a drive-by shooting in Los Angeles in 1943. She was seated outdoors at a restaurant, and several shots were fired, one striking her in the chest. The wound was inoperable, and so she carried that bullet till the day she died.
- Dolores Gray sang Marilyn Monroe's parts on the Decca Records soundtrack release of There's No Business Like Show Business (1954). Monroe's recorded voice was under contract with RCA Victor who would not issue a release, so Gray's voice was used.
- During a 1959 performance of the Broadway musical "Destry Rides Again", in which Gray starred opposite Andy Griffith, a fire broke out backstage at the Imperial Theater. Although it was put out within a few minutes time, without any major damage, just enough smoke drifted toward the stage that there could have been a panic had not Griffith and Gray continued on with the scene as though nothing was happening. For their bravery, they were rewarded by the audience that night with a standing ovation and by the New York City Fire Comissioner with citations for heroism.
- Although the role of "Frenchy" in 1959's "Destry Rides Again" was one of Gray's greatest successes on Broadway, it was an experience she always recalled with mixed emotions. Always a total professional, she was constantly at odds with director/choreographer Michael Kidd, known as a perfectionist. This tumultuous relationship reached its peak when an angry Kidd called Gray a "slut" in front of the entire company. Gray, a life-long devout Catholic, slapped his face. When asked to step in, producer David Merrick said, "you couldn't buy this kind of publicity. Let them fight it out". As to co-star Andy Griffith, the most Gray would say was that he wasn't very pleasant to her.
- In Holiday in Paris: Paris (1951), she is the first person to have sung the French song "C'est si bon" in a film with the English lyrics written by Jerry Seelen in 1949. The song was written in 1947 by Henri Betti (music) and André Hornez (lyrics).
- Understudy to Ethel Merman on Broadway.
- She stayed with "Annie Get Your Gun" for nearly three years in London and played to over 2.5 million people, including the Royal Family.
- She was a staunch Republican who gave much of her time and money towards various conservative political causes. She attended several Republican National Conventions, galas, and fund-raisers. She was active in the campaigns of Thomas E. Dewey, Dwight D. Eisenhower, Richard Nixon, Ronald Reagan, and George Bush.
- Her signature song was "Here's That Rainy Day", which she introduced on Broadway in her Tony-winning "Carnival of Flanders" in 1954.
- Won Broadway's 1954 Tony Award as Best Actress (Musical) for "Carnival in Flanders." She was also nominated in the same category in 1960 for "Destry Rides Again."
- Gray won the Tony Award for Best Lead Actress in a Musical for her role in Carnival in Flanders, even though this Broadway musical, with a script by Preston Sturges, ran for only six performances. She therefore holds a record that is unlikely to be broken: briefest run in a performance which still earned a Tony.
- Upon her death, she was interred at Holy Cross Cemetery in Culver City, California.
- "Gray" was her mother's maiden name.
- Daughter of Harry Vernon Finkelstein (1896-1957) and Barbara Marguerite Gray (1902-1964).
- Attended John H. Francis Polytechnic High School as Sylvia Vernon, graduating in 1940.
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