Bill Murray is one of my favorite actors. He has a wonderful, dry sense of humor that he infuses into his odd-ball performances. If you're not aware there's a certain amount of mystery around Bill Murray's night-time exploits:
Although Stewart may not have been aware of Murray’s funnyman reputation, the actor’s comic legend was already beginning to take shape. Indeed, Murray has been the subject of considerable lore—going back to when he first joined the cast of Saturday Night Live in 1975. But there is one story that gets bandied about more than others: It was late one night in New York City. A man walked alone through Union Square, empty at this hour. The man felt a pair of hands reach out from behind and cup his eyes, blinding him for a moment. Frightened, he turned around to find Bill Murray, who said to him, “No one will ever believe you,” before walking away into the night.
There's many more of those types of stories, some unprovable, and some proven. There's one verified story of Bill Murray walking into a bar during this year's SXSW, going around the bar counter, and serving drinks to whoever wanted one.
Click on over to Black Book Mag, where they have a nice short article on Bill Murray.