- Although he had not disappeared, nor was he hiding, when in 1996 the "Late Night with Conan O'Brien" show wished to use him in a sketch and were unable to locate him or his agent, the show launched a three-week nationwide "Where's Grady" search. The search's hotline received over 50,000 calls of sightings. Mayo eventually did surface and gladly appeared on the show.
- Coincidentally, he died at Atlanta's Grady Memorial Hospital, which bears the same name as his most famous role.
- Taught drama at Clark Atlanta University in Atlanta Georgia from 1996 until his death.
- Was the owner of a travel agency in Inglewood, California.
- Friends with Redd Foxx, and Marla Gibbs.
- Is a member of Kappa Alpha Psi Fraternity, Incorporated.
- His last two wives were more than ten years younger than him.
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