Bailey was interviewed about his time at the University of Miami for the documentary The U, which premiered December 12, 2009 on ESPN.
He was nicknamed "Beetle" after the comic strip character.
On October 23, 1994 as a member with the Rams, Bailey made the longest punt return in NFL history when he ran 103 yards for a touchdown in a game against the New Orleans Saints. What makes this return stand out is that every single player on the field assumed the ball was going to bounce through the end zone after the punt. Everyone, that is, except Bailey, who was the only person to see that the ball never bounced out of the end zone and was lying in the end zone still in play. He ran up, scooped the ball up, and returned it for a touchdown before anyone realized what had happened.