There's a legend that, at the 35th birthday party of Laraine Newman in 1987, Murray carried around his ex-girlfriend so that everyone would be able to say goodbye to her. "[Murray] was the one to carry the tired, terminally ill Gilda Radner, the first true breakout superstar of the group, round and round the house, prolonging her departure from the party with everyone saying goodbye a hundred times, not knowing it would be their last,"writes Little White Lies' Rebecca Nicole Williams.
Sadly, Radner died two years later, in 1989, due to ovarian cancer.