- His brother was Harry Murray, an actor in silent films in the late 1920s and early 1930s and then Production Manager for CBS-TV in New York, where he worked on the television game shows Password (1961) and To Tell the Truth (1956).
- King Vidor, who had directed Murray in The Crowd (1928), later said that he respected Murray as an actor and was dismayed that alcoholism cost the actor his career. Murray, in his later years, ended up penniless and turned to pan-handling on the street. By coincidence, one of the people he hit up for money was Vidor, who offered him a role in Our Daily Bread on the condition that Murray stop drinking and lose weight. Murray deemed it an act of pity and refused. Two years later, he would die after falling into the Hudson River.
- Murray's classic movie The Crowd (1928) was so unrelentingly sad and bitter that MGM executives tried to tack on an upbeat Hollywood ending. In the new ending the down-on-their-luck family wins a fortune and lives happily ever after. Fortunately, preview audiences laughed and balked at this absurdity. Director King Vidor got his way and the movie went on to become a masterpiece of silent cinema.
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