It turns out that Forrest “One Wing” Maddox was not the only predecessor of Pete Gray to play in black professional baseball.  Meet left fielder Oscar Frane (or Frain) Oscar Frame* of the Wichita Falls Black Spuds, 1920 Texas Colored League:

“One of the interesting things which is seldom seen in baseball will give the fans a thrill.  A one-armed ball player catching flies in the outfield and slugging out hits will be seen in action.  He is Oscar Frane, who plays with the Spuds.” (San Antonio Evening News, May 29, 1920)

Wichita Falls was playing the San Antonio Black Aces, who that July would lose nearly half their team to the Indianapolis A.B.C.’s, including Hall of Famer Biz Mackey.

In the Sunday doubleheader the two teams split, each winning a 2-0 decision.  Oscar Frane made “several spectacular catches and a remarkable throw from the garden to the plate, which caught the runner in plenty of time”:

(San Antonio Evening News, May 31, 1920)

*-UPDATE 12:49 a.m. Here’s a World War I draft card for Oscar Frame (with an “m”), born June 28, 1883, living in Cleburne, Texas (a little south of Ft. Worth). The examiner has written, “Left arm off close to shoulder.” 

I’ve also found Oscar Frame living in Cleburne in the 1900 census, where he is given a birthdate of June, 1883, and in the 1910 and 1920 census.  There is a record in the Texas Death Index of an Oscar Frame passing away on March 26, 1973, in Harris County, and in the Social Security Death Index we find Oscar Frame, born June 28, 1884 [sic], died March 1973, last residence Houston, Texas.

UPDATE 6/21/2008 With almost alarming ease, Bill Mullins has discovered how Oscar Frame lost his arm (pulled from comments): 

From the Dallas Morning News,  Nov 10, 1899, page 4. [quoted in full]

"Accidentally Shot.

Cleburne, Tex., Nov. 9. — Oscare Frame, a negro boy, was
accidentally shot in the arm and shoulder yesterday evening while out
hunting. He was standing by the roadside waiting for his two companions
and was leaning on his gun when the piece was discharged, the full load
of shot going into his arm and shoulder. Physicians amputated the arm
last night."