When I arrived, he was standing alone in the corner of a New York hotel room, talking on a cell phone and wearing a ratty black polo, jeans, and yellow "tape measure" suspenders. I had been waiting for over an hour, which didn't seem like an unreasonable amount of time. Bill Murray famously does not give interviews—he's sat down for exactly four prolonged media encounters in the past ten years—and when he does, it's never clear what you're going to get. You just have to pray he's in a good mood.

The very thing that makes Bill Murray, well, Bill Murray is what makes sitting down with him such an unpredictable enterprise. Bill Murray crashes parties, ditches promotional appearances, clashes with his friends, his collaborators, and his enemies. If you—movie director, journalist, dentist—want to speak to him, you don't go through any gatekeeper. You leave a message on an 800 number. If Bill Murray wants to speak with you, he'll call you back. If his three and a half decades in the public sphere have taught us anything about the 59-year-old actor, it's that he simply does not give a good goddamn.

His career is known to most any fan of modern comedy: the years on SNL; the series of epochal comedies like Stripes, Groundhog Day, and Caddyshack. And his current artistic period, which could be described as Reclusive National Treasure. He lives in Rockland County, New York, emerging only to make movies for directors he's interested in: Wes Anderson, Jim Jarmusch, Sofia Coppola. This summer he'll release a period indie called Get Low, in which he plays an undertaker throwing an early funeral for Robert Duvall. Today, Murray was in an expansive mood. Then, after he spoke about Ghostbusters 3, Barack Obama, and Garfield, he decided the interview was over and was gone. As best as I can tell, he was not fucking with me. But who knows? Bill Murray doesn't need you to be in on his joke. His life is all one performance-art piece—and he does everything for an audience of one.

Bill Murray: How long do these things last? [picks up recorder] How much time is on these things?

GQ: A lot. They're digital.

Digital? I was thinking of recording myself sleeping. Would this work?

Well, assuming you don't make more than an hour and a half of noise each night, you'll be okay.

I dunno. That's why I need the recorder. Sometimes I snore, like when I get really tired. Smoke a cigar or something, you know. I have a brother with sleep apnea. That's terrifying. Jesus. But anyhow…you have questions.

I do. Here's my first one: Why the 800 number?

Well, it's what I finally went to. I have this phone number that they call and talk. And then I listen.

And you just weed 'em out?

I just sort of decide. I might listen and say, "Okay, why don't you put it on a piece of paper? Put it on a piece of paper, and if it's interesting, I'll call you back, and if it's not, I won't." It's exhausting otherwise. I don't want to have a relationship with someone if I'm not going to work with them. If you're talking about business, let's talk about business, but I don't want to hang out and bullshit.

But that's so much of how Hollywood does business.

Yeah, well, that always kind of creeped me out. And I don't like to work. I only like working when I'm working.

Well, I remember, you took a big break. It was in the late '80s, right?

It was in the middle of the '80s. Actually, I've taken a couple of breaks. I've retired a couple of times. It's great, because you can just say, "Oh, I'm sorry. I'm retired." [laughs] And people will actually believe that you've retired. There are nutters out there that will go, "Oh, okay!" and then leave you alone.

I'm always interested in how you pick your projects, because that's one damned random filmography. For Get Low, I dimly suspect that it came down to the line "One thing about Chicago, people know how to die."

[laughs] Well, that was appealing. No, [producer] Dean Zanuck and I had the nicest phone conversation, and I thought, Hmm… And then I saw the making-of DVD of his last movie. This really should be kept secret, but you can learn a lot by watching the making-of DVDs. Every actor should do it. You figure out what you're dealing with. And I thought, You know, this guy is all right. And it turned out beautifully. Where the hell did we take it? That's right. Poland. There's kind of a famous cinematography festival, in a place called Lodz, and God, they went nuts for it. These cinematographers were all, [deadpan Eastern European accent] "Oh yeah, dis good."

Like comedians, nodding at a joke.

Exactly! Oh yeah. [nods, stone-faced] "That's funny." They were just like that.

You have a lot of lines in this one that get tons of laughs I doubt were on the page. It's all in the rhythm, the delivery. How do you pitch something like that? How do you make something out of nothing?

I have developed a kind of different style over the years. I hate trying to re-create a tone or a pitch. Saying, "I want to make it sound like I made it sound the last time"? That's insane, because the last time doesn't exist. It's only this time. And everything is going to be different this time. There's only now. And I don't think a director, as often as not, knows what is going to play funny anyway. As often as not, the right one is the one that they're surprised by, so I don't think that they have the right tone in their head. And I think that good actors always—or if you're being good, anyway—you're making it better than the script. That's your fucking job. It's like, Okay, the script says this? Well, watch this. Let's just roar a little bit. Let's see how high we can go.