Ray Anthony Ray Anthony is an American band leader, trumpeter, songwriter and actor. He began his career by playing in Glen Miller's band from 1940-41. After the war he formed his own group. The Ray Anthony Orchestra became very popular in the early 1950s, with recordings that included Anthony's classic dance songs "The Bunny Hop" and the "Hokey Pokey". He had a #2 chart hit with a remake of the Glenn Miller tune, "At Last" in 1952.