Jay died of natural causes at his home in Los Angeles, according to his manager Winston Simone. Jay died Saturday.
Jay appeared in several films and television series, including as a cameraman in "Boogie Nights"; in "Magnolia" and "Tomorrow Never Dies"; and in HBO's "Deadwood." He consulted on "Ocean's Thirteen" and "Forrest Gump" and collected rare books on unusual entertainers and performers dating back hundreds of years.
His one-man shows played to packed audiences, where his sleight-of-hand artistry impressed even fellow magicians. In one famous trick, he would pierce a watermelon with a card flung through the air.
He also wrote several books on games, magic and magicians, including "Dice: Deception, Fate and Rotten Luck."
Jay was fond of stories of oddball characters, gamblers and con men in history, and wrote a book celebrating the artistry of Matthias Buchinger, an 18th-century German magician born without legs and hands.
Buchinger artifacts collected by Jay were featured in a 2015 exhibit at New York's Metropolitan Museum of Art.
"The breadth of his knowledge and appreciation for magic and the allied arts was truly remarkable," fellow actor and magician Neil Patrick Harris tweeted. "Such sad news, such a profound loss."
Jay frequently worked with the playwright David Mamet, who produced his one-man show "Ricky Jay & His 52 Assistants." That sold out all its New York City performances and won an Obie Award for off-Broadway theater productions.
A later Mamet-produced off-Broadway show, "Ricky Jay: On the Stem," played to packed houses for six months. The Associated Press called it a "whirlwind, rollicking journey through forgotten New York history — with specific attention paid to the oddball characters who thrived decades ago on Broadway."
Jay also appeared in Mamet films such as "House of Games," ''State and Main" and "Heist."
Survivors include Jay's wife, Chrisann Verges.