First Lieutenant Bay was the pilot of a F-80C Shooting Star fighter interceptor with the 36th Fighter Bomber Squadron, 8th Fighter Bomber Group. On May 10, 1951, while on a combat mission of strafing enemy positions, his aircraft crashed and exploded. He was listed as Missing in Action and was presumed dead on December 31, 1953. His name is inscribed on the Courts of the Missing at the Honolulu Memorial.