Early Life
One of nine children, Murray was born and raised in Wilmette, Illinois (suburban Chicago), the son of Lucille (née Collins), a mail room clerk, and Edward Joseph Murray II, a lumber salesman. He grew up in an Irish Catholic family. He is the brother of actors Bill Murray, Brian Doyle-Murray, and John Murray. His sister Nancy is an Adrian Dominican Sister in Michigan, who travels around the country portraying St. Catherine of Siena.
In high school at Loyola Academy in Wilmette, Illinois, he was a captain of the football team as well as lead in the musical. His entertainment career began in Chicago, where he performed at various improvisational theaters, including the Improv Olympic, the Improv Institute and The Second City.
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