Gotta love Bill Murray. What About Bob is absolutely fantastic!
Apparently a bit of Groundhog's Day was filmed in Woodstock, IL, which is the next town over from where my grandparents live. So I have lots of wonderful childhood memories of the cobblestone streets and eating at the restaurant where they kept having breakfast over and over in the movie. There were all these signed celebrity pictures on the walls(mainly from groundhog's day), and it really excited the whole film making in my child-mind.
On a side note, I really hated Lost in Translation. Maybe it was just lost on me. I couldn't enjoy it. And the only thing I can think of why is that it was 'too real.' Not only did nothing happen but the feeling of the boringness of real life was extremely emphasized, IMHO, but the complete and utter lack of a soundtrack. Look back, the only music in the film is music within the scene, such as when they are karaoke-ing.
But that's really the only film Bill Murray was in that I think was "bad." Even Stripes had it's moments, and Caddy Shack has it's audience, those just aren't my cup-o-tea.