As the cuckolded Raleigh St. Clair in The Royal Tenenbaums.
As Steve Zissou in Wes Anderson's The Life Aquatic with Steve Zissou. I actually hated this film, but Murray is still brilliant in it.
Murray's cameo appearances are often memorable as well. How beautiful was the opening scene in The Darjeeling Ltd, where Murray plays 'The Businessman' running after the train. And in Get Smart, he plays Agent 13 hidden in a tree.
As rich businessman and Max Fischer's friend, Herman Blume, in Rushmore. Jason Schwartzmann is such a babe...
And last but certainly not least, as Bob Harris in one of the best films ever, Sofia Coppola's Lost in Translation. "For relaxing times, make it Suntory time." There are too many good moments to mention in this film, but one of them is when Murray awkwardly sings Roxy Music's More Than This.
I also found this fact fascinating - although it's from WikiPedia, so who knows if it's true or not?
Being very detached from the Hollywood scene, Murray does not have an agent or manager and reportedly only fields offers for scripts and roles using a personal telephone number with a voice mailbox that he checks infrequently.
Let's just all forget his Charlies Angels appearance shall we?