Dorian Gray was in a memory accessed by Bernice Summerfield, Ruth and Jack from a portrait they found in Triptic House on Legion. Similar to the character in Oscar Wilde's notorious novel, The Picture of Dorian Gray, he was immortal, remaining eternally youthful, while his portrait experienced his injuries and ageing instead of him. It's hinted that this was the result of a deal with a malevolent entity called The Collector.
In one memory, occurring in the late 19th century, he was in a relationship with a man called Spencer Price, who he found interesting. Spencer began being plagued by dreams of Dorian attacking him, influenced by the Collector, who fed off people's emotions and weaknesses. The Collector wanted revenge on Dorian for "double crossing him over a deal". However, he was forced to kill Spencer when he became possessed by the Collector.
In another memory, set around the 22nd or 23rd century, Dorian became interested in a tapestry that changed over time. He wanted it, in order to stop people's souls from being absorbed into it. In an attempt to acquire it, he met it's owner, Jennifer, who imprisoned him, and stole his portrait on behalf of the Collector. After he escaped, Dorian discovered his portrait was missing, and that Jennifer became trapped in the tapestry.
In another memory, during the 27th century, he was an expert on psychosis. He had a long experience on these matters, but wasn't a doctor. He was hired to investigate an asylum, where a mysterious patient, Caitlin had made Amelia Blythe kill herself. Dorian told Dr Warlalo and Dr Hawke that Caitlin was the imaginary friend of Blythe's. He advised that she be left alone to avoid her killing anyone else, and promptly left himself. However, soon after he left, Dr Warlalo and Dr Hawke were killed by Caitlin, with the assistance of the Collector, who promised to come after Dorian.
Still searching for his portrait after centuries, he anonymously hired Benny, Ruth and Jack to find his portrait. After they found it, Dorian arrived to collect it, revealing his true identity. At which point, they promptly left, leaving Dorian with his prized portrait. (AUDIO: Shades of Gray)