It's well known throughout Hollywood that Bill Murray doesn't have an agent. Back in 2019, Murray spoke with IndieWire about how his home phone used to ring and ring, pestering him with job offers and potential movie roles. He hated hearing from his agent, preferring to answer the phone if it was a friend just calling to chat. He preferred his privacy. Murray was in-demand enough that he could afford to set up a 1-800 number that he would only distribute to a few key filmmakers or casting directors. He understood that there were various studios around Hollywood where some beleaguered interns were commanded to "Get Bill Murray on the phone!" Luckily, those interns had his 1-800 number, which would direct callers to a computerized voice message system. Murray could then check the machine whenever he wanted, picking through demands at random.

This may be why Murray tends to work with the same directors repeatedly.