Joke

And a third version… Published in the US magazine Parade in March 1997 and claiming to be the original…
There are at least three words in the English language that end in g or y.
One of them is "hungry", and another one is "angry".
There is a third word, a short one, which you probably say every day.
If you are listening carefully to everything I say, you just heard me say it three times.
What is it?

This version of course relies on verbal trickery to confuse the quickly-said "g or y" with "gry". The answer is actually 'say'.

You see, in one form or another the riddle has apparently been known for many years.

Now that we have cleared this up, the question remains - "Are there any words in the English language, other than angry and hungry, that end in -gry?

YES! Research from the Oxford English Dictionary, Simon & Schuster's Webster's New World Dictionary, and the G.C. Merriam Company gives us this list:

aggry: A glass bead found buried in the ground in Africa. A word of unknown origin. Seemingly always used attributively, as in aggry beads.

braggry: A variant form of braggery.

conyngry: An obsolete dialectal variant of conyger, itself an obsolete term meaning 'rabbit warren'.

gry: The smallest unit in Locke's proposed decimal system of linear measurement, being the tenth of a line, the hundredth of an inch, and the thousandth of a ('philosophical') foot. Also the grunt of a pig, an insignificant trifle, or a verb meaning to roar.

iggry: Egyptian colloquial Arabic pronunciation of ijri: 'Hurry up!', brought back after the First World War by members of British and Australian forces who had fought in Egypt.

mawgry: from Old French: being regarded with displeasure.

meagry: Having a meager appearance.

nangry: A variant form of angry.

podagry: Dodder, or the condition of a plant infested with it.

puggry: A variant form of puggree, a light scarf wound around a hat or helmet to protect the head from the sun.