As an actor, Mr. Jay debuted in the Joseph Papp production of Midsummer Night's Dream at the New York Shakespeare Festival. He has appeared in David Mamet's films: House of Games, Homicide, Things Change, Spanish Prisoner, State and Main, and Heist. He can be seen in many other films including Boogie Nights, Magnolia, and the James Bond film, Tomorrow Never Dies. He also starred in the heralded episode of the X-Files, "The Great Maleeni."

A serious student of his art, he has been elected to membership in the American Antiquarian Society for whom he authored Many Mysteries Unraveled: Conjuring Literature in America 1786-1874. He is a contributor to The Cambridge Guide to American Theater and has defined the terms of his art for the Encyclopædia Britannica. Mr. Jay’s book, Learned Pigs and Fireproof Women was published to critical and popular acclaim and was voted one of the outstanding books of the year by the Theater Library Association and one of the "Notable Books of the Year" by The New York Times Book Review, which hailed his work in a rave front page review.

As a writer and speaker on subjects as varied as conjuring literature, con games, sense perception and unusual entertainments, Jay has authored numerous articles and has delivered many lecture/ demonstrations. Among his presentations are:

"Hocus Pocus in Perfection: Four Hundred Years of Conjuring and Conjuring Literature," the Harold Smith Memorial Lecture at Brown University;

"Splendors of Decaying Celluloid" with Errol Morris, Rosamond Purcell and Bill Morrison at the New York Institute for the Humanities.

"The Origins of the Confidence Game",for the conference of Police Against Confidence Crime;

"Chirosophi: Sixteenth and Seventeenth Century Conjuring Literature," at the Henry E. Huntington Library in San Marino, California;

"Fast and Loose: The Techniques and Literature of Cheating" at the William Andrew Clark Memorial Library, UCLA;

"The Mystery of Fasting Impostors," and "The Avant Garde Art of Armless Calligraphers" at Amherst College;

"Sense, Perception, & Nonsense" at the University of Rhode Island Festival of the Arts;

and the keynote address at the International Design Conference in Aspen on "Illusion as Truth."

He has spoken on "Prose & Cons: The Early Literature of Cheating" in the Pforzheimer Lecture Series on the book arts at the New York Public Library and at the Chicago Humanities Festival, and on "Magic & Science" for the T.E.D. Conference (Technology, Entertainment, & Design) in Monterey, California.

Mr. Jay is a founder of the biennial Conference on Magic History and is the former curator of the Mulholland Library of Conjuring and the Allied Arts. He is the author and co-designer of The Magic Magic Book, an illustrated history of the earliest trick conjuring books, published in the Writers and Artists Series of the Whitney Museum of American Art. His book Jay's Journal of Anomalies, based on his fine press periodical of the same name, was recently named one of the "Notable Books of the Year" by the New York Times and one of the "Best Books of the Year" by the Los Angeles Times. His most recent book, with photographs by Rosamond Purcell, is Dice: Deception, Fate & Rotten Luck.

Mr. Jay's consulting firm Deceptive Practices has provided expertise on projects as diverse as the film Forrest Gump and the Broadway production of Angels in America: Perestroika. He was a consultant on the Devices of Wonder exhibition at the J. Paul Getty Museum, and was the guest curator for an exhibition on conjuring at the Harvard Theatre Collection.

He has written and hosted his own television specials for CBS, HBO, and the BBC, and was the host and narrator of the first documentary mini- series on conjuring, "The Story of Magic," for the A&E network. He presented of a series of films on con games for Turner Classic Movies and in March of 2003 he debuted as a weekly essayist on the National Public Radio station, KCRW, in Los Angeles.