Bob's father, Henry Montgomery, Sr., was able to financially provide well for his family as a president at New York Rubber Company (I've seen both president and vice president noted - not sure if a promotion occurred at one point). In June of 1922, that success came to a halt when Henry Sr. committed suicide by jumping off of the Brooklyn Bridge.
I can't say I've read about suicide in any writing on the Montgomery family. Unless the below New York Times article came about as factually incorrect at a later date, the suicide fact was pretty well covered up during Bob's life. The article is from
The New York Times, June 26, 1922.
A bit more info to follow in part two.
Many thanks to Tracy for digging this and many other articles up, which will be showing up on the blog in the near future!