VIDEO: Bill Murray on Hitchhiking Across America, Making Gilda Radner Laugh, and Hosting 'SNL' One More Time

Bill Murray has been a household name for well over four decades, but when the celebrated American actor and comedian returned to the Stern Show on Tuesday to discuss his critically acclaimed new film with Naomi Watts, “The Friend,” he also opened up about the origins of his incredible career and how some of his most cherished memories were formed before he’d found fame and success on “Saturday Night Live” and starring in blockbusters like “Meatballs,” “Stripes,” and “Ghostbusters.” The 74-year-old funnyman regaled Howard and listeners alike with stories of dodging golf balls on the job, bombing on the improv stage, and even hitchhiking his way across the continent without much more than a sack of belongings to his name.

“All the best stories are [from] when it was hard because you’re so aware of the struggle. Those stories are better,” Murray told Howard. “What happens when you’re not in control, when you have no money, [and] you’re at the mercy of whomever is employing you or however you’re getting around — those [stories] hit you. It’s like, ‘Here I am, I’m on this planet, and I’ve got my thumb out, you know? I’m just hoping for someone to help me here.’”

Looking back at one of his very first jobs, the eventual “Caddyshack” star told Howard he had once been a real-life caddy, carrying golf bags for about 20 cents a hole. Bill worked as a “shag boy,” too, which required him to become a human target while golfers took aim at him.

Howard could barely believe it. “Did you get hit with golf balls?” he asked.

“Occasionally,” Murray laughed, adding, “I never got one direct to the head, but I got hit on one bounce [a] fair amount.”

Bill and Howard’s candid and wide-ranging conversation, which also covered everything from his “Lost in Translation” Oscar bid and the movie he never made with Clint Eastwood to his fond memories of musician John Prine, turned especially poignant when Murray reflected on his days as a “Saturday Night Live” cast member as well as his friendship with co-star Gilda Radner and his participation in the revered sketch-comedy show’s recent 50^th anniversary special.

Photo: Getty Images for SiriusXM

In addition to being a great comedian in her own right, Bill recalled that Gilda — who passed away from ovarian cancer in 1989 — was also a world-class “laugher.” “She would wet her pants,” Murray said fondly. “You could get her going and she’d have to run out of the room. There was sort of no limit to how much she could laugh.”

Reminiscing about his years at “SNL” and the legacy of dearly departed colleagues like Gilda and John Belushi was enough to make Bill emotional. “I could’ve cried just now,” Murray told Howard as he thought about the 50^th anniversary special and a sketch they highlighted featuring Radner dancing with Steve Martin. “It was beautiful.”

In addition to being a cast member from 1977 to 1980, Bill also guest hosted “SNL” five times over the course of his career. On Tuesday, Bill revealed he told executive producer Lorne Michaels that he hopes his work in Studio 8H isn’t done. “I said, ‘Lorne, I’d like to [host again] this year,’” Murray told Howard.