Gray Fox (グレイ・フォックス?, spelled "Grey Fox" in the MSX2 games) first appears in the original Metal Gear as a high-ranking agent of FOXHOUND (the "Fox" codename being the highest commemoration within the unit) who goes missing during a mission prior to the events of the game, his last transmission being a cryptic message simply saying "Metal Gear".[5] Solid Snake's initial objective in the game is to rescue Gray Fox, who reveals the true nature of Metal Gear to the player.
Fox returns in Metal Gear 2, having left FOXHOUND and defected to Zanzibar Land to join Big Boss' side. Fox pilots the new Metal Gear model, Metal Gear D, and confronts Snake a few times, while secretly assisting him as an anonymous informant. Snake destroys Metal Gear D and ends up being challenged by Fox to a fistfight in the middle of a minefield. Fox's past is fleshed out in this game and his civilian identity is revealed to be Frank Jaeger (フランク・イェーガー?, "Frank Yeager" in the MSX2 version). His face portrait in the MSX2 version was modeled after actor Tom Berenger.
In Metal Gear Solid, Gray Fox appears under the identity of the Cyborg Ninja (サイボーグ忍者?), an assassin in a powered exoskeleton and armed with a high-frequency blade, who challenges Solid Snake to a fist fight, even though his ultimate goal is to help him. He also provides Snake cryptic advice via CODEC as a faceless contact named Deepthroat. Gray Fox is later killed by Liquid Snake, piloting Metal Gear REX, after Fox destroys the vehicle's radome with the use of a prototype rail gun attached to his arm.
Despite Gray Fox's death in Metal Gear Solid, the Cyborg Ninja incarnation of the character would still appear in subsequent games in some form or another. The Ninja appears as a hidden character in the Metal Gear Solid: VR Missions expansion as a playable character for three special missions; and the character's exoskeleton is used as an alternate outfit for Raiden in the extra missions mode of Metal Gear Solid 2: Substance, the expanded version of Sons of Liberty. Outside the Metal Gear games, the Cyborg Ninja appears as a race car driver in Konami Krazy Racers and as an assistant fighter in Super Smash Bros. Brawl. The role of the Cyborg Ninja is assumed by other characters in the subsequent Metal Gear Solid sequels, namely Olga Gurlukovich in Sons of Liberty and Raiden in Guns of the Patriots.
Metal Gear Solid: Portable Ops, a prequel set two decades before the events of the first Metal Gear, features a teenage Gray Fox as a masked machete-wielding assassin named Null (ヌル?), one of the members of FOX the player faces in the game. Null is a teenage assassin subjected to a secret CIA project to be the "Perfect Soldier".
http://en.wikipedia.org/wiki/List_of_characters_in_the_Metal_Gear_series#Gray_Fox