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On March 22, 1999, 911 dispatchers received a series of calls reporting a woman who was frantically trying to stop cars on a street for help in Elephant Butte, New Mexico. The woman, Cynthia Vigil, was naked barring a dog collar attached to her neck.
She had been kidnapped two days earlier by David Parker Ray, who would later become known as the "Toy Box Killer." Parker's girlfriend, Cindy Hendy, had served as an accomplice.
Describing her harrowing ordeal to Oxygen's "Killer Couples," Vigil, who had been a sex worker from Albuquerque, explained to "Killer Couples" producers that she had gone to Ray's RV for a date. Once the door was shut, he took out a badge and said he was an undercover police officer.
"He told me I was under arrest and put a handcuff on my wrist," said Vigil. "I knew something was wrong."
Vigil was tasered, drugged, blindfolded and chained to a bed. She heard the click of a tape recorder, and then Ray's "instruction tape" played. A voice started out by saying: "Okay, bitch. We both know what you’ve been brought here for. I’m going to use you for a sex slave. And it’s going to be painful as hell. That’s the way I want it to be."
"Unmentionable things were done to her," John Glatt, author of "Cries in the Desert," told producers.
Vigil passed out from the pain, but managed to later escape after Ray accidentally left a key ring on a nightstand. Vigil was bashed on the head with a lamp by Ray's girlfriend Cindy as she was unlocking her chains and attempting to flee.
Turns out, Vigil hadn't been the only victim of David Parker Ray and Cindy Hendy. In fact, Ray had constructed a bunker-like cargo trailer that he parked behind his home to satiate his obsession with kidnap and torture. The trailer, which one officer described as a demented "toy box," was full of torture devices and sadomasochistic equipment, some of which had been handcrafted by Ray himself.
One disturbing item: a custom-built gynecological chair with electrodes to administer electric shocks. And investigators discovered more than equipment, they found evidence as well.
"There were videotapes that he took of the victims," the FBI's Frank Fisher told "Killer Couples." "There were audiotapes that he would play to the victims telling them what he was going to do to them."
Fisher also said a key piece of evidence recovered was David Parker Ray's journal, where he kept "meticulous records detailing the victims that he abducted and what he did to them."
The journal contained dozens of entries. There were no names, only dates, and the number of times he tortured each victim.
In total, investigators collected more than 1,000 pieces of evidence, according to The New York Times.
To understand how a couple committed such heinous crimes together, it's important to take a look at their backgrounds.
David Parker Ray, 57, was a resident of the small desert town Truth or Consequences (known as "T or C" by locals) when he met Cindy Hendy, 20 years his junior. A mechanic and park ranger for nearby Elephant Butte State Park, Ray had been married and divorced four times and had a 31-year-old daughter, Jesse Ray, from his third marriage, with whom he had a close relationship.
Abandoned by his mother and father at the age of 10, Ray was reportedly raised by overbearing grandparents and was described as a withdrawn and socially awkward child. As for Hendy, she claimed she was abused as a child but was not believed by her family when she came forward at the age of 11. Like Ray, Hendy had become withdrawn.
"If someone is sexually abused as a child, and emotionally abused, psychologically abused, that’s certainly going to have an impact on them," FBI agent Mary Ellen O'Toole told "Killer Couples."
Hendy dropped out of school at 15, gave birth to a son at age 16, and had two more children from two different men by her late 20's. When her youngest hit the age of 10, Cindy felt she could no longer raise her kids.
"Cindy felt she couldn’t bring up the children and shipped them off to the grandparents," said author Glatt.
After relocating from Seattle to Truth or Consequences, Hendy was turned on to S&M by Ray.
"They seemed to feed off of each other, and Cindy got an opportunity to let go of all of her inhibitions," reporter Yvette Martinez told "Killer Couples."
Although prosecutors believed Ray had murdered some of his victims and had enough evidence to charge he and his girlfriend with the kidnapping and rape of Cynthia Vigil, they were unable to locate any bodies after an extensive search.
But a second woman named Angelica Montano came forward to say Hendy had invited her over to her boyfriend Ray's house. According to Montano, the couple repeatedly raped and tortured her over the course of four days.
She was convinced they were going to kill her until she begged for her life and told them she had a young child at home, which seemed to touch Hendy. After letting Montano go, she was picked up while hitchhiking by an off-duty deputy.
"The story was so outlandish that the off-duty officer just didn’t believe her and thought she was just making it up, so it never got reported," said Glatt.
A third woman, Kelli Garrett, came forward and alleged she'd been abducted and tortured after she got into an argument with her husband and had left the house to blow off some steam.
"Kelli went to downtown Elephant Butte and went to a couple of the bars, shot pool with people," said Blatt. "One of those individuals was identified as Jesse Ray, David’s daughter."
Jesse Ray offered Garrett a ride home but said she needed to swing by her dad's house, where Garrett was allegedly confronted with weapons, tied up, and drugged. Days later, in his official park ranger uniform, David Parker Ray dropped her at home, saying he'd found her wondering along the lakefront beach.
Since Garrett was unable to remember what happened to her, she never reported the incident, which happened in 1996, years before Vigil's abduction.
Investigators, however, discovered audio tapes of Garrett's torture.
"David Parker Ray, one of his specialties was to give these women drugs that would cause amnesia," Frank Fisher of the FBI told "Killer Couples."
When no additional victims came forward, investigators came to believe Ray may have killed the rest. But to this day, there is no evidence to prove a single murder.
"No matter how many places they checked, they were never able to find any bodies," reporter Yvette Martinez told "Killer Couples."
Regardless, with the three women who had come forward, there was enough evidence to convict the couple on more than 25 counts of kidnapping and rape. Facing prosecution, Hendy agreed to cooperate by testifying against her boyfriend David Parker Ray.
"She knew of at least 14 girls that he’d murdered," Glatt told "Killer Couples."
Added prosecutor Jim Yontz, "David had told her of a body that he had disposed of in the lake and that he had learned from that, that when you put a body into the lake, even if you weight the body down, you have to eviscerate the body cavity so that the air does not bring the body back up to the surface."
But a search of the lake in Elephant Butte failed to turn up any bodies. The lake is 23 miles long and about three or four miles wide with a depth of 90 to 100 feet in parts.
In addition to allegations of murder, investigators also learned from Hendy of another accomplice.
"David confided in her that he had a friend by the name of Roy Yancy who he forced to kill a woman," said reporter Martinez. "He strangled her and then buried her body out in the desert."
Breaking down under questioning, Roy Yancy said he was "ordered by David Parker Ray to kill a woman by the name of Marie Parker and then to dispose of her body," according to the FBI.
Yancy said Ray had given him no choice, and had held a gun to his head. But even with Roy Yancy's help investigators couldn't find a body. It's believed Ray moved Parker's body after Yancy had initially buried her.
Prosecutors set individual trials for each victim: Kelli Garrett, Cynthia Vigil, and Angelica Montano. Garrett's trial was first, and it deadlocked, forcing the judge to declare a mistrial.
Additional obstacles were encountered by prosecutors when both Roy Yancy and Cindy Hendy, who were both in jail, changed their minds and refused to cooperate.
Yancy had received a note that said, "Rats die in jail." Hendy also received mail, but they were love letters.
"They were pretty much appealing to Cindy saying, 'I love you. I want to marry you'," explained Glatt. "[Ray] even had a tattoo of Cindy put on his arm."
Still having deep feelings for Ray, Hendy recanted her confession and said she'd made it all up. Though Roy Nancy refused to testify, he pled guilty to second-degree murder and was sentenced to 30 years in prison, said prosecutor Yontz to "Killer Couples."
Hendy was sentenced in 2000 for her roles in the abduction and torture of Cynthia Vigil and Angelica Montano and received a sentence of 36 years in prison, according to Yontz.
Being eligible for parole after serving half her sentence, Hendy was released in 2019, according to local news station KRQE.
With his daughter Jesse Ray about to stand trial for helping her father kidnap Kelli Garrett, David Parker Ray offered to plead guilty to all of the remaining charges in exchange for Jesse’s release.
Ray was sentenced in 2001 to "223 years in connection with kidnapping and other charges involving two women who said he sexually tortured them at his residence," according to the FBI.
While Ray was never admitted to murder, he contacted authorities in May of 2002 to let them know he was willing to talk. Ray claimed to have abducted about 40 victims, according to the FBI.
A meeting was quickly scheduled, but David Parker Ray died of a heart attack before it took place.
In 2011, the FBI released hundreds of images of items that were collected during the investigation, including jewelry and women's clothing.
“We are asking family and friends of missing people to look over these photographs and contact us if they recognize any of these items," an FBI statement read.
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