In 2015, after living in Paris for more than 25 years, Gregory and his wife and philanthropic partner, Regina, moved their family to Los Angeles.
Over the decades, Gregory's philanthropic work has earned him several honors. For his efforts in helping create a vibrant partnership between France and the United States, he received France's Legion d'Honneur (2012), the Grand Mécène, Grand Donateur de la Culture (2009), and the Chevalier de l'ordre des Arts et Lettres (2007). For his leadership repatriating Native American sacred objects to their rightful owners, he was given the Smithsonian's National Museum of the American Indian Repatriation Award. For his cultural preservation efforts, he was honored with the Ellis Island Foundation's Family Heritage Award.
Gregory serves on various boards, committees, and councils, including: the UK's Royal Opera House, National Gallery, and V&A Museum; France's Louvre Museum, Musée d'Orsay, Paris Opera & Ballet, Musée des Arts Décoratifs, and Les Talens Lyriques; Portugal's Afghanistan National Institute of Music (ANIM); and in the U.S., the National Park Foundation, the Penn Museum, the Metropolitan Museum of Art, the Los Angeles County Museum of Art, American Cinematheque, the Annenberg Foundation Trust at Sunnylands, and USC's Annenberg School for Communication and Journalism.