Bill Murray broke free from his "Saturday Night Live" connection more successfully than anyone else on that long-running comedy show.

You could argue on behalf of Tina Fey, whose producing and Broadway credits ("Mean Girls") have made her an entertainment juggernaut, or Eddie Murphy, the biggest movie star of the '80s and still a force. But both still work in modes that spring from their sketch-comedy origins. That's not the case with Murray, who broke through in movie smashes such as "Stripes," "Ghostbusters" and "Caddyshack." It took Murray a while to break out of that shticky mold, but he started to do it with a straight-up dramatic role in 1984's "The Razor's Edge." Since his Oscar nomination for "Lost in Translation" in 2005, he has established himself as a character actor who can do just about anything he's asked to do.

The asking is the hard part. Famously, Murray doesn't have an agent or a manager; he has an 800 number that may or may not be a joke, where he accepts pitches. The St. Paul Saints co-founder's friends do have his number, which is why he often shows up in Sofia Coppola, Wes Anderson and Jim Jarmusch movies (he was in Jarmusch's "The Dead Don't Die" last year and stars in upcoming comedies from Coppola and Anderson). It's probably not a coincidence that Murray shines brightest in more than a dozen films with those three very different filmmakers who nevertheless share a deadpan comic sensibility.

Even the movies he makes without that trio usually seem to come through friends. The drab 2015 "Rock the Kasbah" was by the guy who wrote Murray's "Scrooged," and something tells me Frances McDormand engineered the casting of Murray as her love interest in "Olive Kitteridge" after having a good time as his wife in "Moonrise Kingdom."

"Olive," an HBO miniseries, was terrific, as are these seven movies with the multi­talented actor. And now the Peacock streaming service is making it easy for you, with a Bill Murray collection that includes several titles featuring the actor, who celebrates his 70th birthday next month.

Moonrise Kingdom (2012)

Murray has had bigger roles in Anderson movies, and it's hard not to pick the actor's mournfully funny performance in "Rushmore," the first time he worked with the writer/director whose subsequent films all feature him. But I'm partial to this quietly absurd romance and to Murray's performance as a guy with unresolved anger issues. Murray is a master of knowing looks and wry asides that deflect tension, but he may show more rage in this movie than all his others put together.

Lost in Translation (2003)

There might be a romance in the story of two people (Murray and Scarlett Johansson) who feel alienated by the Tokyo culture they dip into (or, you could argue, choose not to engage with), but the "might be" is what's compelling about this Oscar winner for best screenplay. Coppola's movie is tender and funny as it refuses to go down the paths you think it might, and the best scene feels like a nod to a setting Murray often lampooned on "SNL": In a karaoke bar, he croons a sincere, tentative version of Roxy Music's "More Than This."

Tootsie (1982)

It's a small part, but it may be the one most crucial to establishing Murray as a legit actor. As Dustin Hoffman's sardonic roommate, Murray's role isn't far from the slicksters he often played on "SNL" (he reportedly improvised his dialogue) but it signaled the actor's willingness to take surprising character parts in order to break out of the broad comedies he had been getting cast in. Murray is unbilled in "Tootsie," apparently at his request so fans wouldn't confuse it with his more formulaic hits. Looking back, it's hard to imagine anyone feeling shortchanged by Murray's sly, convulsively funny performance.

Groundhog Day (1993)

Of the flat-out comedies starring Murray, this is my favorite. It has more depth than the others, as his weather forecaster Phil Connors is forced to relive a seemingly average day. The degree of difficulty is huge in a character who slowly embraces his humanity over the course of a couple of hours. Murray's so endearing that you might not even notice that, in his pursuit of Andie MacDowell, he's essentially a stalker.

Little Shop of Horrors (1986)

This adaptation of the anarchic stage musical about a world-conquering plant sanded off some of the rough edges and gave it a happy ending that doesn't fit the rest of the film. But Murray is perfect as a masochist who loves going to the dentist — beginning with a maniacal look as he listens to a previous patient, and proceeding to the whispered "I need a long, slow root canal." Climaxing, ahem, with his disturbingly erotic time in the chair, Murray's hilarious performance is a tour de kink.

Kingpin (1996)

Every bit as unhinged as he was in "Little Shop," Murray plays a gonzo bowler in this raucous comedy (he reportedly did his own bowling, including three strikes in a row). Big assist to the wigmaker who outfitted Murray's evil sportsman in a series of stunners, ranging from dad-on-"Brady Bunch"-perm to overused-mop mullet.

Broken Flowers (2005)

The unusual conceit is not unlike Rachel Cusk's "Outline" trilogy of novels: The central character is a blank but we learn about him via reflection, through encounters with a variety of other characters. Although he plays one person, Murray is distinctly different in his scenes with Sharon Stone from scenes with Frances Conroy, Jessica Lange or Tilda Swinton, each of whom is done with him but helps reveal an aspect of what they found attractive.