ET's Rachel Smith recently sat down with the celebrated movie star and comic actor, who was joined by world-renowned cellist Jan Vogler, as they promoted their upcoming performance documentary, New Worlds: The Cradle Of Civilization.
This month marks the 45th anniversary of Murray's indelible three-season stint on Saturday Night Live, after he joined the cast in January 1977 during the show's second season. He subsequently came back to host five times and has made countless cameo appearances.
Looking back at his time on SNL, and the impact it had on kickstarting his amazing career, Murray said with a laugh, "Well, I know I've been paying my phone bill for a very long time now. I think that's what I would celebrate."
When asked if he's noticed that Davidson's been "having a moment" in recent weeks, Murray laughed, and joked, "Well he has a lot of moments! I mean, there's got to be an hourly update or something."
However, Murray had praise for the comedy Davidson has been bringing to the show as well, calling out one particular sketch that aired in November, in which Davidson parodied Marc Cohn's hit single "Walking in Memphis,” centered around his home town of Staten Island.
"I enjoyed the that Staten Island 'Walking in Memphis' [sketch]. That was good, I enjoyed that," Murray shared with a smile.
Murray's career has come a long way and evolved remarkably in the more than four decades since he departed Saturday Night Live, as he's starred in a string of hit comedies and cemented his status as an on-screen legend.
However, in his latest project, Murray has teamed up with Vogler -- an acclaimed classical cellist -- for a film that documents the pair's live performance while on their New Worlds tour in Europe. Joined by violinist Mira Wang and pianist Vanessa Perez, Murray and Vogler entertain with a night of music, poetry, singing, storytelling and charm.
New Worlds: The Cradle Of Civilization actually premieres in theaters on Feb. 2 -- a day that has come to have special significance for Murray, as it happens to be Groundhog Day.
Released in February 1993 -- the beloved comedy, Groundhog Day, has become a touchstone for so many fans, and Murray reflected on the relevance the film still has to this day.
"It's on TV all day long... and if you're walking the streets somewhere, like in New York, someone will see [me] and [gasp in shock]. Someone on the street has seen it in the last six or eight hours, and it's kind of a funny thing to come across," Murray said. "It's almost like it's eerie, like 'Oh my god, it's a sign!'"
You know, it's become a part of speech now," he added. "People use it, it means the redundancy of, or the sameness of a day, the sameness of life."