Jay appeared in several films over the course of his career, including “Boogie Nights,” “Magnolia” and “Tomorrow Never Dies.” He also appeared in David Mamet’s films “House of Games,” “Homicide,” “Things Change,” “Spanish Prisoner,” “State and Main” and “Heist.”
He also appeared in TV shows, including "The X-Files," "Deadwood" and "The Unit."
Together with Michael Weber, Jay started Deceptive Practices, a consulting company that provided expertise for projects on film and Broadway.
“I am so sorry to share that my remarkable friend, teacher, collaborator and co-conspirator is gone,” Weber wrote Saturday on Twitter.
Jay authored several books on magic and entertainment. He also wrote and hosted television specials for CBS, HBO and the BBC.