Just as a side note, these are not rated -- just in chronological order, because you can't put a rating on Bill Murray.
Hunter Thompson, Where the Buffalo Roam Though these days we mostly remember Johnny Depp as Hunter Thompson in Terry Gilliam's 1998 interpretation of Fear and Loathing in Las Vegas, it's lesser known that Bill Murray beat him to it in 1980's Where the Buffalo Roam, playing the character, interestingly, as somewhat less of a weirdo. Still, the portrayal is distinctly Thompson-ish, and Murray's better suited for it than you might think.
Jeff Slater, Tootsie It's pretty notable that, in a film that starred Dustin Hoffman as a transvestite -- a role that got him nominated for an Oscar for Best Actor, just by the way -- Murray came close to upstaging him in a minor role as his drunken roommate. Probably the best moment comes toward the end of this reel, with Murray slurred and twitchy delivering an incoherent rant about the American Indian.
Ernie McCracken, Kingpin The mid-nineties were not kind to Bill Murray. He was out of fashion and not exactly getting offered the cream of the crop in terms of scripts -- case in point, Kingpin, which was a box office hit but a failure in pretty much every other way except Bill Murray, who nails what he has to work with in the delightfully sleazy Ernie McCracken in the smarm-oozing way only Bill Murray could. The lines aren't great, but the delivery is fantastic.