evidence: FACT CHECK: Did Bill Murray Say, ‘So, If We Lie To The Government, It’s A Felony. An image shared on Facebook claims that actor Bill Murray said, "So, if we lie to the government, it’s a felony. [...] Although Murray has spoken publicly about politics in the past, there is no evidence that he ever made the statement attributed to him in the Facebook post. An internet search revealed no credible sources linking the quote to the "Ghostbusters" actor.