When working on I Wanted Wings (1941), with Brian Donlevy and William Holden, he went up with a pilot to test a plane for filming. While up in the air, Ray decided to do a parachute jump (being an avid amateur parachutist) but, just before he could disembark, the plane began to sputter and the pilot said not to jump as they were running low on gas and he needed to land. Well, once on the ground and in the hangar, Ray began to tell his story of how he had wanted to do a jump. As he told the story, the color ran out of the costume man's face. When asked why, he told Ray that the parachute he had worn up in the plane was "just a prop". There had been no parachute.
