AUSTIN, Texas — From the moment he surprised fans by tending bar during 2010’s festival, Bill Murray has been a mythical presence at SXSW.

So it made perfect sense that The Bill Murray Stories: Life Lessons Learned From a Mythical Man, a new documentary from filmmaker Tommy Avallone, had its world premiere in Austin Saturday night.

In the wildly entertaining and surprisingly touching new film, Avallone aims to separate fact from urban legend when it comes to Murray’s alleged tendency to pop up in unexpected places, delighting those who happen to be in the right place at the right time.

By now, most fans have heard the stories about Murray sneaking up behind an unsuspecting stranger, covering their eyes with his hands and when they turn around to see who it is, saying, “No one will ever believe you” and disappearing into the night.

The comedy legend did go on record about the rumors in a 2010 interview with Dan Fierman for GQ, but he didn’t exactly clear anything up.

“I know. I know, I know, I know,” Murray told Fierman after a long pause. “I’ve heard about that from a lot of people. A lot of people. I don’t know what to say. There’s probably a really appropriate thing to say. Something exactly and just perfectly right. But by God, it sounds crazy, doesn’t it? Just so crazy and unlikely and unusual?”

“ It seems worth noting that he almost always shows up to these chance encounters alone and leaves the same way. ”

He made a similarly cryptic denial at 2015’s San Diego Comic-Con. As depicted in the documentary, Murray told a fan who asked about the rumors that he had no idea what he was talking about, but said they sounded like a lot of fun.

Avollone’s film opens with a series of reenactments of infamous Bill Murray stories, complete with a fake Murray in a cheap mask, told around a campfire. The effect is to make the viewer disbelieve the stories even more. Yet over the course of the film, in interviews with dozens of people who actually had these experiences, we learn that pretty much all of them are true.

It helps that the filmmaker tracks down countless photos and cell phone videos of Murray crashing dinner parties, joining house bands and singing karaoke with the random people he meets. That includes the 2010 SXSW episode, which gets a lot of real estate. Several of the people interviewed in the film who were working at the Shangri-La bar that night were seated in the audience for the premiere and let out yelps of excitement when the moments were replayed on screen. Eight years later, you can tell it is still a highlight of their lives.

The film is also framed as a quest to speak to Murray about the stories, to find out why he feels the need to give people these wholly unique celebrity encounters. We see Avallone leaving message after message on Murray’s famed 1-800 number—he notably does not have a publicist or any “people,” so to speak. Even Sofia Coppola had to spend a year tracking him down before casting him in Lost in Translation, for which he received an Oscar nomination.

Avallone does ultimately have an encounter with Murray, but it’s not the one he was anticipating and he acknowledges that trying to manufacture a meeting with the elusive star kind of defeats the purpose. The thing that’s so special about these Bill Murray stories is that they happen so organically.

In another rare set of comments about his reputation for spontaneity during a 2014 interview with Rolling Stone’s Gavin Edwards (author of The Tao of Bill Murray), the actor said that he does these things to “wake” people up who might be sleepwalking through life. “If I see someone who’s out cold on their feet, I’m going to try to wake that person up,” he said. “It’s what I’d want someone to do for me. Wake me the hell up and come back to the planet.”

Edwards says in the documentary that this is Murray’s way of “teaching us all how to live.”

But that quote also reveals a sadness in Murray that doesn’t always come across in the exuberant persona he displays in films and in the real-life encounters. It seems worth noting that he almost always shows up to these chance encounters alone and leaves the same way.

The Bill Murray Stories only reinforces the feeling that Lost in Translation is probably the closest he’s come to playing his true self on screen. Portraying a fictional Hollywood superstar on the job in Tokyo, he has his own extended “Bill Murray story” with the character played by Scarlett Johansson, karaoke bar and all.

“How crazy would it be if everyone loved you?” the owner of Shangri-La wonders aloud in the film. That’s Bill Murray everyday reality, but just like everyone he meets, he’s just trying to stay present and get through it one crazy experience at a time.