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Robert McSherry Gray is one of my Gray ancestors. Although I am new at this my sister and a now-deceased cousin have worked on the Grays before. Robert McSherry Gray is the son of Robert Gray and Margaret Hamilton. R.M was born 18 Jan 1847 at (East) Springfield, Jefferson co., Ohio and died 31 Oct 1936 near Knoxville, Ohio, buried at Knoxville U.P. Cemetery. He was a farmer. Both of his parents were born in PA.
His wife was Nancy Jane Crawford. R.M.'s, father, Robert, was the son of Thomas Gray, of Liberty Twp.,Adams Co., PA and his wife, Let(t)itia McSherry. Thomas died in PA but Letitia died in Jefferson Co., Ohio, 05 SEP 1845. The Gray family farm was in this county for many years. That is as far as I have anything certain. My grandmother, Jessie Estella Gray McKee was Robert McSherry Gray's daughter. I am still working on them. Hope you can track down more farther back.