Jay Wesley Neill was born on April 9, 1965. He grew up in Oklahoma. As a young man, Neill faced challenges in his life. At the age of 18, he joined the United States Army in 1983. His time in the Army did not last long. In the summer of 1984, he was discharged after revealing that he was homosexual. After leaving the military, he quickly encountered financial troubles.

Following his discharge, Neill moved in with Robert Grady Johnson, whom he had met at a bar in February 1984. The two started a romantic relationship and shared an apartment in Lawton, Oklahoma. They opened a joint checking account at a small bank in Geronimo. They struggled to manage their finances, and the bank account often had checks returned due to insufficient funds. Because of their ongoing money issues, they frequently visited the Geronimo bank to resolve their financial problems.

Neill and Johnson discussed the lack of security at their bank. The facility had few tellers and was not equipped with surveillance cameras or security guards. Neill found it easy to think about robbing the bank, which showed he was unhappy with their financial situation.

On December 12, 1984, Jay Wesley Neill attempted to buy firearms at a local pawnshop but was denied because he was only 19 years old. The next day, his partner, Robert Grady Johnson, applied for a gun license. On December 14, Neill and Johnson went back to the pawnshop, where they bought a revolver.

Around 1 p.m. that same day, Neill entered the First Bank of Chattanooga in Geronimo, Oklahoma. He forced three tellers—Kay Bruno, Jerri Bowles, and Joyce Mullenix—into the back room of the bank at gunpoint. There, he stabbed the three employees to death. Mullenix was six months pregnant at the time. While Neill was attempting to decapitate one of the tellers, four customers entered the bank. Neill took them to the back room and shot them in the head. Ralph Zeller died from his wounds, becoming the fourth murder victim.

On December 17, 1984, Neill and Johnson were arrested in San Francisco, California. The police found marked bills stolen from the bank, which Neill and Johnson had used for hotel rooms and shopping. Neill was sentenced to death in 1985 and again in 1992. His first death sentence was overturned due to procedural errors. Throughout his time in prison, Neill converted to Christianity and later to Buddhism.

Neill's appeal was denied by the U.S. Supreme Court on October 7, 2002. He was executed by lethal injection on December 12, 2002. His last meal included a double cheeseburger, fries, and ice cream. As he lay on the gurney, Neill apologized to the families of his victims and expressed that he was not sorry for dying but was sorry for the crimes he committed. He was pronounced dead at 6:18 p.m. Neill was the 54th person executed by the state of Oklahoma since it resumed executions in 1990.