"It was very exciting, we were at a rehearsal and I heard the voice over the loudspeaker say, 'Johnny's coming,' and he came down and talked to me about what I was doing," Jay says. "One piece was Charlie Miller's, a great sleight-of-hand artist. Carson knew it. And that to me was just so wonderful." (Carson was, as his viewers know, an amateur magician himself.)
Jay appeared several more times with Carson, eventually in Los Angeles, where Jay had moved to follow his mentor, Dai Vernon.
It was almost inevitable that as a master of deceptions, Jay would become involved with Hollywood, a tie initiated with the 1982 film "The Escape Artist" from co-executive producer Francis Coppola and starring Raul Julia and Teri Garr. In it, Jay advised Griffin O'Neal, who played a young magician.
"We taught him how to pick locks," Jay says. "And later we found out that Griffin was running through the Holiday Inn in Cleveland opening everyone's doors."
Jay met David Mamet when the writer attended one of the magician's shows and the two quickly became friends.
"Our interest in cons was an immediate thing that we shared," Jay explains. "So he asked if I would do various things. He was teaching a course and I did a guest lecture. A few projects after that, he cast me in 'House of Games.' " (Jay played a con man.)
He and Steve Martin (with whom he created Martin's magician character Flydini, in which the actor unzips his pants and removes an egg, a ringing telephone, a glass of wine, etc.) teamed on 1992's "Leap of Faith." Jay designed the con games that Martin's faith healer character would use as well as some of the visual effects, such as the stigmata appearing on a woman's forehead.
Other film work came in as well, persuading Jay to formalize his consulting work by forming Deceptive Practices (whose slogan is "Arcane Knowledge on a Need-to-Know Basis") just over a year ago with friend and fellow magician Michael Weber. Their recent efforts include teaching Julia Roberts how to pick pockets, perform sleight-of-hand tricks with a coin and cause some research papers to vanish for "I Love Trouble," now in production. Roberts has shown "quite an ability; she's actually very good with her hands," Jay says.
For the upcoming film "Forrest Gump," starring Tom Hanks as a Vietnam veteran who appears ubiquitously in comic situations, Jay and Weber devised an illusion to show a Vietnam vet amputee.
"Since Gary (Sinise, who plays the vet) was unwilling to actually have his legs amputated for the film, they had to call us in," Jay explains dryly.
They also devised the moment onstage in Tony Kushner's play "Angels in America, Part 2: Perestroika" in which a man climbs to the top of a ladder of light and vanishes in midair.
The film work pays well, something Jay says that at his undisclosed fortysomething age he should be considering. For the immediate future, though, his life is occupied with the run of the Off Broadway show, a run that might be extended if he can find the time.
He still has commitments to write a book, "The Magic Magic Book," for the Whitney Museum of American Art in New York, a history of early trick-magic books for a series produced in tandem by artists and writers, and another book on the history of eccentric wagers.
Then he has to put out his quarterly Jay's Journal of Anomalies, a compendium of the oddities he has unearthed, in which he details the lives of conjurers, cheats, hustlers, pranksters--his usual favorite suspects.
"In the first issue," he says, showing a several-page publication that looks as if, in type and yellowish heavy paper, it was printed in the mid-1800s, "I do a story on dogs who stole the acts of other dogs."
The absurdity of it is so wonderful he can't help but smile.