WHAT do we still want from Bill Murray? His unpremeditated film career — in which he has parlayed performances as the happy-go-lucky heroes of 1980s-era slapstick into the existentially uncertain leading men of thoughtful comedies like “Groundhog Day,” “Rushmore” and “Lost in Translation” — would seem to be sufficient. Yet we demand more from this 62-year-old actor, on whose rugged face a playful smirk and a contemplative gaze look equally at home, and he appears happy to give it to us in his life beyond the screen. Tracking his movements in the wild, as he crashes karaoke parties and kickball games, has become an online pastime; Mr. Murray himself has become the folkloric equivalent of a leprechaun or fairy godparent, popping up at unpredictable yet opportune moments.  His latest role, in “Hyde Park on Hudson,” feels true to his resistance to being pinned down in any way. In this film, which is directed by Roger Michell and which Focus Features will release on Dec. 7, he plays President Franklin D. Roosevelt as he manages an affair with a distant cousin (Laura Linney), a visit from George VI of Britain and the crippling effects of his polio. It is a part that almost no one, least of all Mr. Murray, expected him to play, and it once again raises the question: Why does he do what he does?  On a recent visit to New York Mr. Murray gave a journalist a front-row seat to see his carefree philosophy in action. Actually, closer: After Mr. Murray’s interview with another interrogator ran overtime, I was invited to accompany him to an evening appearance at Florence Gould Hall — and onto the stage of its theater, where a private chat turned into a public spectacle for a few hundred members of the Screen Actors Guild. (Imagine accompanying Mr. Murray on a version of the famous tracking shot from “Goodfellas,” through the back rooms and bowels of an unfamiliar building until the moment you expect to part ways and take your seat in the audience, only to realize then that you’re part of the act.)  In these excerpts from that day’s conversations, Mr. Murray spoke about his need for a life free from preconceptions as much as he demonstrated it.  The afternoon begins in a Midtown Manhattan hotel room, where a publicist warns that Mr. Murray, now in a plaid shirt and blue shorts, will soon have to change for his public appearance.  Q. It’s good to meet you.  A. I’m sorry I went too long. I just feel badly when someone doesn’t have enough. Everyone wants to talk longer. Even I want to talk longer sometimes. And then I dig myself into holes I gotta get out of.  Q. Have you been getting good feedback on your performance?  A. I’m curious to see what people think of it, just ’cause it is not like an ordinary movie. I don’t know if it’s great or not. We’ll see what you get.  Q. Were you surprised that you were offered this role?  A. I thought, “Can this guy be serious?” I wouldn’t have cast myself. But this guy did, and about halfway through I went, “Wow, he really was right.” Not to compare myself, but certain personality things were similar, like the way he tried to leaven things and move attention around a room, get everyone their little slice of the sun.  Q. When you’re playing a real-life figure like Roosevelt, do you do any additional preparation for the role?  A. I’ve always tried to be a little bit loose. This great director we had at Second City [Del Close] said: “You wear your characters like a trench coat. It’s still you in there, but there’s like a trench coat.” So I figured this was like a winter trench coat, because there was just a little bit more character that comes to the party. So I did a lot more reading, a lot more studying.  Q. What did you learn from your research?  A. People ask, “Did this really happen?” Well, if you read the diaries, it’s very clear that it happened. The writing changes. You read this later stuff, when we’re at war, and he’s not telling his wife, he’s not telling the cabinet — they don’t know where he is. But he’s sending messages by courier to her every day. This girl was the vault. I love that expression: “She’s the vault.” He could tell her anything, and it wasn’t leaving her head.  Mr. Murray, having changed his shirt but still in the blue shorts, leaves the hotel and boards a chauffeured S.U.V., where the conversation continues.  Q. It sounds as if you also wanted to convey Roosevelt’s voice as much as his physical presence.  A. We had a discussion about it, and we agreed that you don’t want to do an impression. You want to get it in you, and then you want to play — — [The car is suddenly cut off by another vehicle.] That person was insane. [To his driver] Well-avoided, Mustafa. But you can bump her now. She’s got it coming.  Q. When an actor decides to play a president, it’s often a signal of larger ambitions or agendas. Is that the case here?  A. The thing I was concerned about was: The story that we’re going to tell, is it going to be a tearing down of an icon? I don’t know if I want to be part of that kind of action, where you trash someone. What was the John Travolta movie, “Primary Colors”? I didn’t want to do something where you were really just napalming someone.  Q. There’s a kind of joy you seem to bring out of people when they encounter you. Do you notice that?  A. Some are more joyous than others. I’m of the habit that if there are people waiting outside the hotel, you don’t sign those autographs there. Because that means when you come back in the middle of the night, they’re still there. It’s usually a one-time thing. That’s it; that’s your one time. You try your hardest, but you can’t always be perfect.  As he responds to this question, Mr. Murray brings me with him onto an elevator, guiding me through a backstage area and onto the stage, where the expectant audience applauds rapturously. Even though these plans were surely explained to me ahead of time, the effect is one of dreamlike disorientation, followed by a deep breath and a tacit decision to follow Mr. Murray’s lead.  Q. We were just talking about the joy you bring out of people. Do you believe it now?  A. Is this like the “Oprah” show? Does everyone have a gift under their seat? You guys are pretty jazzed up.  Q. I have read that you only consider offers that come to you through a special 1-800 phone number.
Bill Murray, the free-form actor whoâs starring as Franklin D. Roosevelt in the coming film âHyde Park on Hudson,â takes an interviewer on an adventure.