While most online obits seem to be focusing on Bay's role in Happy Gilmore first and Seinfeld second, the role I obviously remember her from most is as Mrs Tremond in David Lynch's Twin Peaks saga. As a supposed inhabitant of the black lodge, Mrs Tremond and her grandson Pierre Tremond appear twice in the television series (however, only once played by Bay, but it's one of the best episodes!) and most memorably in the film, Twin Peaks: Fire Walk With Me, when she appears outside the diner to offer Laura Palmer a painting that would "look good on your wall." It's the sort of cameo performance that routinely goes under-looked when not played by a famous person, but yet adds so much. She also appeared in Lynch's Blue Velvet and Wild at Heart, so it's obvious Lynch had a fondness for her as he does many of his regular acting troupe.
Frances Bay made guest appearances on many, many television programs including The Golden Girls (she's the lady Sophia helps get a refund on a piece of meat at a supermarket if you're, like me, a tragic of that show and know it's episodes inside and out), Empty Nest, Charmed, Diagnosis Murder, Quantum Leap, Fame, Happy Days, Clueless and, of course, as Mabel Choate, the lady with the infamous marble rye. Some of her feature film roles include the aforementioned Lynch movies and Billy Madison, as well as The Pit and the Pendulum, Stranger than Fiction, Single White Female and Arachnophobia. RIP.