Bill Murray has replaced an agent with a freephone number and an insistence upon asynchronous communication. From The Times (link may expire so here we are):
By definition, Hollywood stars must have agents and publicists. Not Bill Murray. He has never had a publicist and, five years ago, he fired his agents. "I said I didn’t ever want to speak to them again, and I never did," he says. "I like to cut my own lawn now. I don’t need a landscaper."
Now Murray’s only contact with the film business is through a freephone number. If people need to talk to him - perhaps producers who want him to star in a film - they have to call the number and leave a message. (Of course, they have to find the number first.) If he feels like it, he will call back. Often, he doesn’t. Sometimes, he’ll go for weeks without even listening to the messages. It took Sofia Coppola hundreds of phone calls and seven months to get him to look at the script for Lost in Translation. Even then, she wasn’t sure he was going to make the film until he appeared on the set on the first day of the shoot in Tokyo. Other directors have apparently been told to leave scripts in a phone booth somewhere near his home outside New York, up the Hudson River. On a recent film, a production assistant who needed to contact him was told to call his freephone and leave a number for a phone that she would not pick up, so he could call her back without having to talk to her. Of course, he doesn't see this as strange or eccentric. He likes to be accessible, he says, but on his own terms.
Also: The New Yorker's Anthony Lane on Murray in Rushmore (from Nobody's Perfect):
If you want to pick one shot from this year's movies, try the look on Bill Murray's face as he shakes hands with Fischer senior: puzzlement, disbelief, a speck of outrage, the quiet rush of truth, and, last of all, a gentle settling of kindness. The entire thing takes maybe four seconds: this is known as acting.