Crime James Arthur Ray’s ‘Self-Help’ Sweat Lodge in Arizona Killed Three More than four years after Oprah-endorsed self-help guru James Arthur Ray killed three people in a heat endurance test outside Sedona., Ariz., he’s been released from prison. While Ray plots his re-emergence into the $11 billion self-help industry, the family of one of his victims is on a crusade to ensure that he — and other like him — don’t kill again. Share This Previous Article'The War You Don't See': From John Pilger Next ArticleThe Greatest Bowling Story Ever Told March 12, 2015