This is one of the stranger cases out there. Wikipedia states that the police suspect him of killing as many as 60 people, but there are no confirmed killings to date. He was never convicted of murder. Moreover, there's information out there that I could never trace to a reliable source. For example, there's the story that "the toy box" trailer (allegedly $100,000 worth of BDSM and torture contraptions) was only inventoried by one, unnamed FBI agent. She supposedly blew her head off after being unable to cope with what she had seen.
Here's a very rough timeline of events.
Nov 6, 1939 - David Parker Ray is born.
1986 - Jesse, Ray's daughter, tells the FBI that her father abducts and tortures women, and then sells them to buyers in Mexico. The FBI investigate for a year, but never substantiate the allegations. No victims were identified, and none came forward.
July 1997 - Marie B. Parker disappears from an Elephant Butte, New Mexico bar and is never seen again. Dennis Roy Yancy is charged in murdering her. Yancy tells police that he killed her in Ray's trailer after he and Jesse (Ray's daughter) lured her there. The police cannot find any evidence linking Ray to the murder, or even any physical evidence to support Yancy's statements. Parker's foster-sister tells police that Yancy and Parker had a relationship at one time. Yancy pleas guilty in December of 1999 and is sentenced to 20 years.
Oct. 1, 1995 - The day 22 year old Jill Troia was last seen. She was seen at the Frontier Restaurant with Ray’s daughter, Jesse.
1995 - Investigators believe a woman named "Connie" is murdered. A letter dated June 19, 1990 was later found in Ray's possessions. The letter is written by an Australian man known only as "Mark." He wrote about meeting a woman named Connie and her friend Candy in February of that year. In Ray's personal journal, he had written a description of Connie. The FBI is currently trying to figure out who Mark is in order to figure out who Connie is.
1996 - Kidnapping and torture of Kelly Garrett. Garrett later to come forward, but only after being contacted by investigators. She was identified by investigators from her tattoos after they watched the videotape Ray had taken of her torture. The trial for this victim was carried through without a conviction. One juror later told the news crew that he was uncertain whether Garrett had consented to the way she was treated in the video.
Feb? 1999 - Angelica Montano is found by the police, drugged and left by the highway out in the dessert. She tells the police she was raped and tortured by Ray and his girlfriend Cindy Hendy. Her complaint wasn't followed up on. She would pursue it again after Cynthia Vigil's case makes the news.
March 22, 1999 - Cynthia Vigil: abducted and tortured for three days by Ray and Hendy at his "Toy Box" trailer in Elephant Butte. She was able to escape. Cynthia later tells police that she met her captors while working as a prostitute in Albuquerque. She says a man offered her $20, and they go to his RV. During the investigation, police find restraints, whips, and sexual devices. They also find a video tape of a woman being tortured by the couple (Kelly Garrett, I would think).
May 28, 2002 - Ray dies of a heart attack in state prison.
After 1999 to present - Investigators search Elephant Butte Lake for human remains but are unable to find anything.
2011 - State police find bone fragments from a human leg in part of Elephant Butte that used to be underwater. Couldn't be identified.
November 2011 - The FBI releases pictures of what was found in the trailer in hopes that people come forward with information about the case. Contains images of jewelry, pendants, lingerie, and articles of clothing.
And I've obviously left a lot of stuff out. It's really hard to find reliable sources for information on this case.