John Rollwagen, a colleague for many years, tells the story of a French scientist who visited Cray's home in Chippewa Falls. Asked what were the secrets of his success, Cray said "Well, we have elves here, and they help me". Cray subsequently showed his visitor a tunnel he had built under his house, explaining that when he reached an impasse in his computer design, he would retire to the tunnel to dig. "While I'm digging in the tunnel, the elves will often come to me with solutions to my problem", he said.Link (Thanks, Jonathan!)
Update: Mr Bali Hai sez, "I worked for Cray Research from 1984-1996, and I can tell you that the story of him tunneling under his house is largely a fabrication made up by John Rollwagen to enhance Seymour's reputation as a quirky, visionary genius (which he was, but not because he was digging tunnels under his house). What actually transpired involved Seymour having some excavation work done on his basement by contractors. As far as I know, none of them were elves. Rollwagen also took an incident where Seymour burned a sailboat at his lake house and turned it into a mythic tale of Cray building a new sailboat every year, then burning it so he could design and build a new one the following year."