Rays Crossing, IndianaRays Crossing is an unincorporated community in Union Township, Shelby County, in the U.S. state of Indiana.HistoryRays Crossing had its start as a depot and shipping point on the railroad. The community has the name of the Ray family of settlers. A post office was established at Rays Crossing in 1870, and remained in operation until it was discontinued in 1943.GeographyRays Crossing is located at.