Actress Dolores Gray, now starring in the musical "42nd Street" at the National Theatre, has been a traveler for more than four decades. As a child, she and her mother often spent summer vacations in Europe, after crossing the Atlantic aboard great ocean liners like the Queen Mary. Later, nightclub engagements took her to "all of the grand hotels" in this country. And when her husband, investment banker Andrew Crevolin, was active in horse racing (he once owned a Kentucky Derby winner), they often attended races in England, France and Australia.

Most of Gray's travels have been connected with the theater, beginning with her Hollywood days in the 1950s when she would board the 20th Century, "that fabulous train," in New York with eight poodles, a monkey and a huge trunk, change trains in Chicago -- where cars would be switched to the Super Chief -- and arrive rested in Pasadena.

But this is the actress' first extended national tour, with seven stops (Philadelphia, Boston, Chicago, Detroit, St. Louis, Washington D.C. and then back to Philly) -- and possibly later Japan.

Whether she's on a multi-city U.S. tour with a stage show, as at present, or vacationing in Jamaica, Gray likes to pack some personal mementos, because she dislikes living in "impersonal surroundings." She adds a touch of home to her hotel room with such possessions as her own gold candlesticks, a silver serving tray, a lamp for needlework, photographs and sometimes even certain kitchen utensils and linen. (This time she carried Waterford crystal packed carefully in the sleeves of her fur coat.) Her massive theatrical trunk, which sat in storage for 20 years because trains will no longer accept it, is once again traveling with the actress -- transported by a scenery van.

Gray now divides vacations into two categories: "There are places I go to look and buy, like Tokyo, Hong Kong; but if I'm working very hard, then I want to go where I can swim and water-ski: the Caribbean, Bahamas, Greek islands." Among her favorites:

* Hong Kong: "For its color. It's an exciting city situated on the water. Take a boat up river and gaze at the mountains; squat down on the street curbs with the jade merchants."

* Sydney, Australia: "One of the most glorious harbors in the world. On weekends it is filled with thousands of sailboats. The food and wine are excellent."

* London: "It has everything to offer. Brilliant theater, some of the greatest art collections. I've lived there three or four years. I know the countryside and the people."

* Athens: "A cosmopolitan city," and a "jumping off place to the smaller islands." Though she speaks French, and much English is spoken in Athens, Gray finds it very hard to be in a country "where the language is so difficult." But she has many Greek friends who translate and "open up the enjoyment."

* Bahamas: "The climate is delightful, the language is English, the water is clear, and the islands are very close to the United States."