Gray the Ninelives is a cyborg assassin and a member of the Gung-Ho Guns.
Not much is known about Gray's past before he became a member of the Gung-Ho Guns. It can be assumed that he gave up his humanity for near godlike powers bestowed upon him by Knives Millions, similar to the rest of the Gung-Ho Guns. He is employed by Legato and Knives to bring endless suffering to Vash the Stampede on the planet Gunsmoke until the point where Vash and Knives can meet once again.
In the anime, Gray launches a massive attack on a Project Seeds ship that Vash and Nicholas Wolfwood were visiting along with other Gung-Ho Guns Hoppered the Gauntlet and Leonof the Puppetmaster. Gray's mission while aboard the ship is to attack one of the two energy cores that is allowing the ship to remain floating in the sky above the planet while Hoppered takes care of the other one. Vash and Wolfwood decide to split up and Wolfwood ends up being the one to take care of Gray. However, during the battle, Wolfwood notices that Gray is nearly indestructable as his body is made mostly of metal and circuitry. As Gray got closer to the core, Wolfwood used his rocket launcher to finally take down Gray, albeit his torso. Upon further inspection, Wolfwood discovers that 99% of Gray's body is cybernetic while the only human part of him left is his brain. Unfortunately, Gray's legs are still hooked up to his brain and this allows him to destroy the core, causing the ship to come out of orbit and killing him in the process.
The story of Gray in the manga is almost identical to the story told in the anime. Gray boards the Project Seeds ship to take care of Vash and Wolfwood and bring the ship crashing down. Wolfwood also does battle with him and is able to prevent him from destroying the core of the ship. What is different is that in the manga, Gray is actually nine dwarves that operate a cybernetic body so that if one died, the others could take over. Hence the nickname 'Ninelives'. Wolfwood is able to take care of the massive shell of Gray and kill seven of the dwarves in the process. The other two are imprisoned on the Seeds ship and eventually escape. Before they leave, they give Vash a piece of a coin as instructed by Legato when they lost. Their fate is unknown after they escape.