Grey, Gray is just a misspelling that became popularized. It's like Color/Colour.
Also, I got into a heated debate in Visual Arts over the color of blood. Some idiots were trying to say that blood was blue (an urban legend) until it touched oxygen. I then told them that blood is always red, and that our veins are blue. I also told them that it wouldn't make much sense for blood to be blue inside our body, without oxygen, because blood's purpose in our body is to carry oxygen.
But yeah, Grey instead of gray.