Listen: Bill Murray Talks 'SNL,' Revenge On Roger Ebert & More In 1-Hour Talk With Howard Stern

St. VincentBill Murray. Bill Murray! The man has become a living legend, both for his on-screen work and his off-screen exploits. Yet, for as awesome, endearing and iconic as the actor is, he’s also known for being tight-lipped during interviews and hard to nail down.

Lucky for everyone, Murray is back on the promotional circuit, touting his new film, “St. Vincent,” in which he plays a rough-around-the-edges misanthrope who becomes a father figure to a young boy who moves in next door. Melissa McCarthy plays the kid’s mother.

As part of his publicity efforts, Murray paid a visit to “The Howard Stern Show” this week and spoke with the controversial host. Even Stern seems surprised Murray actually showed up, given how difficult it is to get in touch with the actor (skip to about the 14 minute mark to hear them discuss this notoriety).

In true Murray fashion, Bill walked into the interview eating a Danish (which he offered Stern the rest of). What followed was almost an hour and 15 minutes of insight into Murray’s current and past work, his methodology, feuds, friendships, “Saturday Night Live” and his life in general. It’s incredibly illuminating. For example, who is his favorite all time ‘SNL’ cast member?

Bill Hader probably did the best work anybody ever did on that show… It took him a little while to get going, but when he got rolling, it was extraordinary,” Murray said (via Yahoo).

He also shares a great anecdote about getting his revenge on Roger Ebert, who was hard on Murray in the actor’s early years, during the Cannes Film Festival press conference for "Broken Flowers," where the critic praised his work in Jim Jarmusch‘s film.  “I said, ‘That’s really nice, because I was told when I was young that I should never be allowed to do anything but comedy.’ And he bit, and he said, ‘Who said that?’ I said, ‘You did, Roger.’”

Murray also confirms that at various times he circled movies like "Rain Man," "Philadelphia" and "Forrest Gump." Spend an hour with Murray with the full talk below.

“St. Vincent” is now playing in limited release.