In October 1887, William arrived in Bow, London, and found work selling sawdust for James Martin. Martin is believed to have run a brothel at 80 Quickett Street, Bow, where Bury lived initially in the stable with the horse, but he later moved into the house. There, he met Ellen Elliot, who was employed by Martin as a servant and probably a prostitute.
In March 1888, Ellen and William left Martin's employ, and moved to a furnished room at 3 Swaton Road, Bow, where they lived together until their marriage on Easter Monday, 2 April 1888, at Bromley Parish Church.
On 7 April 1888, Haynes caught Bury kneeling on his bride of five days threatening to cut her throat with a knife. Haynes subsequently evicted them, and Ellen sold one sixth of some shares in a railway company that she had inherited from a maiden aunt, Margaret Barren, to pay William's debt to Martin. William was re-employed by Martin, and the couple moved to 11 Blackthorn Street, close to Swaton Road. According to Martin, William was now suffering from venereal disease. In June, Ellen sold the remaining shares in the railway company, and in August they moved to 3 Spanby Road, which was adjacent to where William stabled his horse. With Ellen's income from the shares, William and Ellen had a week's holiday in Wolverhampton with a drinking buddy of William's and Ellen bought new jewellery but William continued to assault his wife. By the first week of December, Ellen's windfall was nearly spent, and William sold his horse and cart. In January the following year, he told his landlord at 3 Spanby Road that he was thinking of emigrating to Brisbane, Australia, and asked him to make two wooden crates for the journey. Instead, William and Ellen moved to Dundee in Scotland. According to Ellen's sister, Margaret Corney, Ellen was not keen to go and only did so because William had told her he had obtained a position in a jute factory there. However, William's claim to have been offered a job by a jute merchant was false.
The Burys travelled north as second class passengers on the steamer Cambria. They arrived at Dundee in the evening of 20 January 1889, and the following morning they rented a room above a bar at 43 Union Street, Dundee. The Burys stayed for only eight days before they moved on 29 January to a squat at 113 Princes Street, a basement flat under a shop. William had obtained the key under false pretences by telling the letting agents he was interested in renting the property. Meanwhile, Ellen had found herself a job as a cleaner at a local mill, but she quit after only a day. William continued to drink heavily, and often drank with a decorator called David Walker, who was re-painting the public house frequented by William.
On Monday 4 February 1889, William bought some rope at the local grocer's shop, and spent the rest of the day observing cases at the Sheriff Court from the public gallery. He was later reported to have listened attentively to the proceedings. On 7 February, he attended the court sessions again. On 10 February, he visited his acquaintance, Walker, who lent him a newspaper that featured a woman's suicide by hanging. Walker asked Bury to look up any news of Jack the Ripper, at which Bury threw down the newspaper with a fright. That evening, he walked into the Dundee Central Police Station on Bell Street and reported his wife's suicide to Lieutenant James Parr. He said they had been drinking heavily the night before her death, and he had woken in the morning to find his wife's body on the floor with a rope around her neck. Bury had not summoned a doctor, but had instead cut the body and concealed it in one of the packing cases brought from London. Bury told Parr that his actions were now preying on his mind, and he was afraid that he would be arrested as "Jack the Ripper".
Parr took Bury upstairs to see Lieutenant David Lamb, the head of the detective department. Parr told Lamb, "This man has a wonderful story to tell you." Bury retold his story to Lamb, but omitted the reference to Jack the Ripper, and added that he had stabbed his wife's body once. Bury was searched, and a small knife, bankbook and his house key were confiscated pending inquiries. Lamb and Detective Constable Peter Campbell proceeded to the Burys' dingy flat, where they discovered the mutilated remains of Ellen stuffed into the wooden box Bury had commissioned in London.