Anecdotes

On 10/11/33 he was involved in an argument with girlfriend Alta Lassert over his spending the night with another woman, when she pulled a pistol and shot him three times in the chest. He died instantly. She then turned the gun on herself and fired twice, but her wounds weren't life-threatening and she recovered. She was charged with murder, but there are no records existing showing the outcome of the trial.

A police detective named Jack Huddleston maintained a personal scrapbook of photographs of dead bodies and crime scenes which contained two photographs of Bay's crumpled body. The handwritten caption read "Tom Bay Movie Cowboy killed by his girl friend, Burbank, Cal (Ex Con)." The scrapbook was published in 1996 under the title "Death Scenes: A Homicide Detective's Scrapbook.".

In August of 1925 he and cowboy bit-player Yakima Jim (aka Yakima Jim Anson) got into an argument after a night of drinking in a Hollywood hotel. Allegedly Anson pulled a knife on him; Bay pulled out a gun and shot him to death. He was tried for murder but acquitted.