For Bill Murray, the idea of attending Bill Murray Day sounded like punishment. So at last month’s Toronto Film Festival, the comedian was having serious trepidation about the special day designated to showing his classic films “Ghostbusters,” “Stripes” and “Groundhog Day,” followed by the premiere of his latest comedy, “St. Vincent.” The celebration unfolded like a cross between Comic-Con and a political rally, with an army of fans in Bill Murray masks marching en route to the screenings.

“The whole thing gets more complicated as it draws closer, and you feel such dread about it,” Murray says in an interview at his hotel before the hoopla begins. “I’m nervous. All I can think is I feel like the Statue of Liberty covered with maggots. I feel like I am going to be assaulted! Why am I doing this?”

Prior to his trip to Toronto (from an island he won’t name), Murray turned on the TV and caught part of the 1979 chestnut “Being There,” starring Peter Sellers as an everyman accidentally thrust into the national spotlight. It was a theme he could relate to, and the movie calmed him down. “I thought, ‘I’m just going to think about that film while I’m going through all this,’ ” recalls the 64-year-old actor, who started the morning with a low-key bike ride and cup of coffee. “You don’t have to push too hard — you can let it come to you.”

Murray has always handled his career with the same attitude. He stepped back from fame following the mega-success of the ’80s “Ghostbusters” franchise, and still refuses to sign on to a third, though Hollywood has begged him for years to reconsider. (His resistance led to a reboot with an all-female cast, to be directed by Paul Feig.) After receiving an actor Oscar nomination for Sofia Coppola’s 2003 indie “Lost in Translation,” he starred in 2004’s “The Life Aquatic With Steve Zissou” and 2005’s “Broken Flowers.” He’s subsequently spent the past decade mostly in supporting roles in films such as “The Darjeeling Limited,” “Get Smart” and “The Monuments Men,” because he wanted to focus on raising his six sons, ages 13 to 32, from two prior marriages.

But Murray is back as the main attraction in the crowd-pleaser “St. Vincent.” In the film — which bows in theaters this month via the Weinstein Co. — he plays an alcoholic grump who befriends the young son (Jaeden Lieberher) of his neighbor (Melissa McCarthy). A string of other high-profile gigs will follow: a supporting part in Cameron Crowe’s next film, a turn in Barry Levinson comedy “Rock the Kasbah,” the voice of Baloo in Disney’s live-action “The Jungle Book” and a TV Christmas special directed by Sofia Coppola with sketches and songs. The roles could push Murray out of the indie fringe and back into the mainstream, but it’s not by design. “There’s no real plan,” Murray says. “I just do what I like.”

Martin Schoeller for Variety

Murray is the rare Hollywood eccentric — the anti-movie-star movie star — who plays by his own rules. He famously doesn’t employ an agent, or even a manager. “I had an agent,” he says. As a young actor, he signed with Michael Ovitz around the time of 1981’s “Stripes,” and they worked together until Ovitz left CAA in 1995. Murray tried a few other reps, but couldn’t find one he liked. “What agents do is try to package you with other people they got,” he says. “I don’t really require that.” He doesn’t read many screenplays. “If you have an agent, you get a lot of bad scripts.” He shrugs. “I could probably make better deals. I could probably make more money.”

Murray comes across less like an actor than like a oddball high school science teacher, dressed in his corduroy red pants and a buttoned-down shirt. He snacks on four hard-boiled eggs and a smoothie the color of “Ghostbusters” slime. “Do you want an egg?” he asks. And he has a natural curiosity about people, which is how he’s ended up in a series of online photos that are the Internet’s version of “Where’s Waldo?” The blogosphere celebrated his appearance at a random bachelor party in May, but he didn’t crash the event. “I was eating at a restaurant with friends,” Murray explains. “These two well-on-their-way gentleman said, ‘We’re having a bachelor party upstairs. Will you come up?’ ”

Even if Murray may have a beer with strangers, he won’t be hobnobbing with the press during this year’s awards season, despite the Oscar buzz he’s generating for “St. Vincent.” Don’t look for him to be joining the other awards-season hopefuls on the campaign trail, either. “I’ve never done that,” he says. “I know that’s something Harvey (Weinstein) does — he forces you to do these things. I’m not that way. If you want an award so much, it’s like a virus. It’s an illness.”

When Murray was nominated for “Lost in Translation” in 2004, he convinced himself he would take home the Academy Award. “Six months later, I realized I had taken the virus. I had been infected.” He says the careers of some of his peers have faltered because of the golden statue. “People have this post-Oscar blowback,” he says. “They start thinking, ‘I can’t do a movie unless it’s Oscar-worthy.’ It just seems people have difficulty making the right choices after that.”

When asked about “St. Vincent’s” Oscar odds, Weinstein says it’s too early for such things. He acknowledges Murray won’t campaign. “And neither will we, until something happens, like a Golden Globe or a critic’s award. If that happens, he’ll have to get a restraining order against us,” Weinstein says. “We’ll disregard what he told us.”

Weinstein says he’s found a new faith — he’s a born-again Murray-ite. “It’s a religion, where you can act as badly as you want to people, and they still love you,” Weinstein jokes. “I used to feel guilty about behaving badly, and I met Bill, and it feels so much better.”

For many years, there was only one way to get in touch with Murray — through his legendary 800-number, where even his best friends had to leave a message. Murray still uses that service, but he also now owns a cell phone: an old BlackBerry. “I got it to communicate with my sons, because they will not answer a phone call, but they will answer a text,” he says. He’s never used Twitter, and he’s not a fan of email. “I mean I have done it,” he says. “But I have no interest in it. The kids’ school stuff is all email, and they send thousands of emails. It’s complete overload.”

Murray is so private he won’t even say where he lives exactly. He splits his time between Manhattan and South Carolina, and owns houses around the country. “He’s always moving,” says his youngest brother, Joel Murray, also an actor. The small circle of friends with Murray’s phone number, including George Clooney, keep it guarded like the entrance to a secret club. “Actually, I do have his cell phone number,” says Naomi Watts, who straddles Murray as a Russian hooker in “St. Vincent.” “People have cast me as the person to get to him. Three people have called and asked, ‘Do you think you can get a script to Bill?’ I’m like, ‘Do I look like an agent? No thank you!’ ”

Many directors have resorted to an elaborate wooing of Murray. Coppola recalls how she spent a year trying to land him for “Lost in Translation” in the role of an actor making a commercial in Tokyo, a character friends say mirrors the real-life Murray most closely. “I wrote it for him and wasn’t going to make it without him, so I was really determined to meet him,” Coppola says.

Cameron Crowe worked just as hard to cast Murray in his untitled dramedy (which debuts in May), enlisting the help of his female star, Emma Stone, who knew Murray from “Zombieland.” The actor responded to her text: “You. Hawaii. Crowe. Sounds interesting.”

“We both jumped up and down for a very long time, and then tried not to get too excited,” Crowe recalls. He sent Murray the script and some music, and Murray texted to recommend Crowe hire Lieberher. Meanwhile, the director kept trying Murray’s lawyer, but it wasn’t looking good. “And then late one night,” Crowe says, “came another text, not from Bill, but from young Jaeden: ‘Don’t listen to the suits. I’m coming to Hawaii. Aloha, Bill.’ And that’s how we found out he was going to be in the movie. He told us through his 10-year-old co-star, who I immediately nicknamed Bill Murray’s Agent.”

Murray says fame has never fazed him; he’s the same guy he’s always been. “Being famous is like — what the hell,” he maintains. “You can get into a restaurant that’s closing. Sometimes you get out of a traffic ticket. It’s kind of like everyone else’s life.” He adds: “I was kind of formed early on. People go, ‘Oh you act like that because you’re a big shot.’ No, I always acted like a jerk. I came from a big family.”

Murray was the middle child — the fifth of nine kids. His sense of humor was shaped at the dinner table every night. “My father was a diabetic and a really slow eater,” says Joel Murray. “Eleven people at the table. It was a pretty good audience. The kids would eat in seven minutes. The next 45 minutes, you tried to get dad to laugh with food in his mouth.”

The Murrays were a working-class family who lived in Wilmette, Ill., a suburb of Chicago, cramped into a three-bedroom house. His dad passed away when Bill was 17, and his mom went to work in a mailroom at the Hospital Corp. of America. Years later, Murray gifted her with credit cards as an early retirement present. “She got to travel all around Europe — cruises to China,” Joel says. “It all went to Billy’s account.”

Murray didn’t grow up with aspirations to be an actor. “I wanted to be a baseball player,” he says. “I’m normal. And then I wanted to be a doctor, because I thought I was smart. It turns out there’s a lot of studying involved with pre-med. I wanted it to be easier than that.” He moved back to Chicago after dropping out of college, and started hanging out with his older brother Brian, who was acting at Second City, the famous sketch comedy group. Bill enrolled there, too.

“He was extraordinarily good looking, with his bright blue eyes,” says Jane Sahlins, the wife of the late Bernie Sahlins, who co-founded Second City. She even let Murray live in her cellar — until there was an accident. “He was an absolute slob,” she recalls, and he somehow set her basement on fire. She kicked him out, but they stayed pals. “You can’t stay mad at him for long, because he’s so funny,” she says.

Murray has always been a quirky comedian. As a youngster, he liked to direct traffic, a behavior he lent to his character in “Stripes” as he drilled the misfit troops. He also was talented at picking up women — literally, as a physical gag. “He picked my aunt Ruth up,” says Dan Aykroyd. “She weighed 310 pounds. I swear to God he lifted her up and carried her to the bedroom and fell on top of her.”

Murray eventually moved to New York, and joined the 1977 cast of “Saturday Night Live.” That led to a film career, although he was just as ambivalent back then. When Ivan Reitman offered him the role in “Meatballs,” he turned it down at first. “ ‘I thought I’d play baseball and golf this summer,’ ”Reitman remembers hearing, but adds, “I refused to take no for an answer.”

After “Ghostbusters” became a global hit, the idea of being a suave movie star spooked Murray. “I sort of removed myself from the movie-star track,” he says. “I just saw how much it was going to take to do that. I didn’t want that.”

“St. Vincent” director Ted Melfi was inspired to write a script about the strong bond between a young child and a grown-up after he found himself in a similar situation. “Eight years ago, my oldest brother died,” Melfi says. “And he left behind his daughter, who was 11, so my wife and I adopted her and moved her from Tennessee to Los Angeles.” His niece had a homework assignment to research the story of a real-life saint in her life, and she chose Melfi. He used that story line in his first feature-length script, and tried to land Jack Nicholson as the cantankerous Vince, but the actor passed.

He then set his sights on Murray. What followed was a series of calls (mostly unanswered) that finally resulted in a surreal meeting at Los Angeles Intl. Airport. The actor picked up the director, and took him on a three-hour drive to one of his homes. Murray was intrigued when they stopped at an In-N-Out Burger and the vegan Melfi ordered a grilled cheese sandwich (“I didn’t know you could do that,” Murray recalls). But what sold him on the project was Melfi’s responsiveness to his notes. “He told me,” Melfi says, “ ‘You write with back spin, and I write with top spin.’ “I’d like you to take this line, which is at the bottom of the passage, and move it to the first line.’ At first I thought he was crazy.” But as he started making the changes, his zingers roared to life. “Motherfucker, if he’s not right,” Melfi remembers thinking.

The project was originally set up at Fox, which kicked it over to Fox Searchlight. But the indie division wouldn’t meet Murray’s salary requests. Melfi finally found a new home for “St. Vincent” at the Weinstein Co., which financed the $17 million film. The director later had a chance to thank Weinstein by naming one of the horses “Harvey Knows Best” in a racetrack scene. “I saw it and I was laughing my ass off,” Weinstein says. “Thank God it was the horse and not one of the gangsters.”

Murray lived in the Williamsburg section of Brooklyn for the 37-day summer shoot, and rode a bike home 15 miles every day from the set. “I got myself in some kind of shape,” Murray says. “People have been talking about Brooklyn for a long time, but I’d never really seen it. Williamsburg is hopping.”

Even if he’s elusive in person, once Murray commits to a project, he never wavers. He doesn’t show up to work late. But he can still disappear from time to time. “One time, there was panic because nobody could find him,” says “St. Vincent” producer Jenno Topping, head of movies at Chernin Entertainment. Murray had wandered off to meet a war vet who sat on his porch every day and watched the shoot. On another day, Murray hijacked a golf cart and took Watts and Lieberher on an impromptu ride, just as the crew was losing light. “He just wants to have fun,” Watts says. “It’s always an adventure.”

It was that fun-loving spirit that caused Murray eventually to warm to Bill Murray Day. He attended a “Ghostbusters” Q&A panel and graciously signed fan autographs before the “St. Vincent” premiere. He hadn’t seen a finished cut of the film until that night in the packed auditorium, and he shed some tears at the touching finale. “It’s an emotional movie,” he later explains. “I had to stop crying, because I realized I didn’t want to be crying when the lights came up.” The Toronto audience gave him one of the longest standing ovations of the festival, and Murray took the stage with the rest of the cast, wearing a plastic crown and offering no explanation for its existence. In jest, Bill Murray likes being king.