Gary was born in Brooklyn, New York, and raised on Long Island, where his father was a self-employed plastic slipcover cutter and his mother tried to program computers. Gary started writing plays a year after graduating from Princeton, where he majored in English with a concentration in Theater. He received an MFA from NYU's Dramatic Writing Program.

He has been a New York Foundation for the Arts Fellow in Playwriting/Screenwriting and received a Helen Merrill Award for Emerging Playwrights. He has been a writer-in-residence at the Royal National Theatre Studio in London, and is a member of the MCC Theater Playwrights Coalition and a resident playwright at New Dramatists. He wrote, co-directed, and co-produced the documentary What I Want My Words To Do To You (Freedom of Expression Award, Sundance Film Festival), which premiered nationwide on PBS's P.O.V. He is currently writing a feature screenplay, Moscows, for Starry Night Entertainment.