- He is capable of ballroom style dancing.
- Gregory is good friends with Jason Robards.
- In 1980, he formed the Catalina Production Group Ltd. with Franklin R. Levy. It produced many stage projects and more than two dozen television movies.
- He never saw snow until he was 19.
- He has suffered drug addiction, but endured the pain with the support of his wife, Randi.
- Gregory has brown hair and hazel eyes.
- He can do Scottish, Midwest, Irish, British, Spanish, and Southern accents.
- His parents divorced when he was 14 years old.
- Gregory is an actor, director, singer, songwriter, and producer.
- His older sister Kathleen and his younger brother Christopher are both artists.
- Gregory has three daughters named Emma, Lily, and Kate. He also has an adopted son named Quinn.
- While serving in the Army, he composed songs with his guitar. He was eventually discharged in 1971 as a non-religious conscientious objector.
- He has been married to Randi Oakes, who is an actress, since 1981.
- Between the years 2003 to 2006, he played he role of Billy Flynn on and off in the New York production of Chicago.
- He occasionally enjoys swimming, surfing, cycling, kayaking and golfing. He also likes to play basketball, tennis, and baseball.
- Gregory is an original member of the Surfrider Foundation. It is a non-profit environmental organization that works to protect the coast that was founded in 1984. He is a surfer and claims that he has ridden almost every surfable ocean in the world.
- He served as a medic for two years in the Army.
- When Gregory worked as a doorman at a nightclub, Jason Robards encouraged him to be an actor. Later on, Gregory quit his job, moved to Los Angeles and began his career.
- In 1991, Gregory was nominated in the Soap Opera Digest Award for Outstanding Villain: Prime Time for Falcon Crest (1981).
- He is 5'11" tall.
- Gregory was discovered on the musical theater stage and returns there often.
- Gregory: Surfing keeps my drive and my idealism alive.
- Gregory: I had done a lot of plays, particularly at my own theater in LA, and it was the first time in my theatrical life where I didn't feel that my role was also to keep everybody else working hard.
- Gregory: That's what I love about doing theater between film jobs. It really does enlarge me and makes me take bigger chances.
- Gregory: I love to sing and I do think that my strength as a singer is... I think I have a voice that is certainly sufficient under most any circumstances... but I think my strength is that I really am an actor and I really do have to own what I am saying.
- (On Catalina Production Group Ltd.)
Gregory: When my business partner Frank Levi died in 1992, I moved out of LA to Oregon in order to raise my kids there, and I let the company go.
- Gregory: If you do TV and film all the time, you just feel like you are shrinking. With each performance you are getting tighter, and smaller, and more compact; working for the close-ups only. And I think that shrinks you talent-wise after a while.
- Gregory: What I ended up doing was becoming an actor who didn't mind doing other people's words.
- Gregory: I have to be very careful about how often I drag my family to places. They need some stability in their lives.
- Gregory: I didn't feel compromised as an actor, and allowed other people's fingerprints all over that aspect.
- Gregory: I didn't study acting for nine years to become a hunk.
