Are you referring to David Bay who married 10 December 1829 to Mary Robinson,and then on 22 June 1837 (both in Allen County, Indiana) to Mary Ann Newman?
Tommy L. West, _Some Members of the 18th Century Colonial American Bay Family (Baltimore, Maryland: Gateway Press, Inc., 2004), identifies him as the son of James Bay.
Specifically, James and his son William are in 1820 Shelby County, Ohio. William's War of 1812 pension file lists an affidavit of Horney Robinson in support of the widow's claim $43726. It was stated that he knew William Bay and his brothers John, David, Joseph and his sister Ibbie.
James is the James born ca. 1766 on my page:http://home.netcom.com/~fzsaund/bay.html