After attending the Lee Strasberg Actors Studio, he later (with David deKeyser) started "The London Studio" which taught "The Method" to British actors.
He committed suicide on the set of his last movie Once Upon a Time in the West (1968) by jumping from a hotel, on location in Guadix, Spain. One of the film's screenwriters Mickey Knox and production manager Claudio Mancini were in a hotel room when they saw his body pass their window. Mancini put Mulock in his car to drive him to the hospital. Knox claimed in an interview that before that, director Sergio Leone said to Mancini "get the costume, we need the costume". Mulock was wearing the costume he wore in the movie when he jumped.