He paused over his food for a moment. "There's always been the five-year plan we joke about. My wife is also from Wilmette, and the five-year plan has always been to make a bunch of money and get out. I'm now onto my fifth five-year plan and still hoping it's going to hit." The father of four children who range in age from 11 to 22, Murray said he is thinking long term: "We've got a big house back in LA and we have two in college, so it's like, do we want to get rid of the big house so they don't move back in after college?"

His oldest attends Loyola and is apparently following in his father's footsteps. "His boys would be out drinking until 3 or 4 in morning," Goldthwait said by phone, "and then Joel would get them up at 10 a.m. to eat barbecue. It was like, 'If you're going to drink like men, you're going to eat like men. Rise and shine, boys. We're eating beef today!'"

In the meantime, Murray still performs improv every other week at iO West with former Chicagoans, including a few who work as writers on Conan O'Brien's TBS talk show. "It's not like riding a bike, it's like riding a unicycle," Murray said. "It's something you have to practice all the time. And you can look real bad, so a lot of people get afraid of that. But it's cheaper than therapy and it's a lot of fun."

Also a lot of fun? Having a drink. Or three. "I'm hungry," Murray had announced when we first sat down. "I'm hung over."

"Even though in the movies and television he plays the schlub, in real life, guys want to buy him a drink and the ladies think he's the cat's meow," Goldthwait said. "Everybody wants to buy him a drink. And Joel does not say no.

"The thing that's funny about Joel is that he was always a middle-aged dude, even when he was 23. His demeanor, his personality. Everybody's smoking pot and drinking beer, and he's having scotch. So, he's kind of fallen into who he is. His body and mind have finally fused together."

It was last year, when Goldthwait was laid up in bed recovering from back surgery watching "Mad Men," that he started thinking about Murray for the lead in "God Bless America."

"I didn't realize he wanted me to be the lead," Murray said. "I've always been the buddy or the sidekick. I've never been No. 1 on the call sheet."

Being the lead means shouldering a lot of pressure.

"So I called my brother Billy before we started shooting because I just wanted to see if he had any tips, as far as stamina or losing your voice or whatever might happen along the way — and he never called me back. He called me back 31/2 weeks later — by the time we were finished shooting — and was like, 'Yeah, what do you want to talk about, Joel?' And I was like, 'Oh, never mind.'"

The anecdote is told with a mixture of amusement and resignation. Bill Murray's mercurial tendencies are well-documented, and he is accessible to producers and agents only through a 1-800 voice mail. I asked if that was the number Joel had to call as well.

"I have, like, 11 numbers for him," he said. "You never know which one will work. I've seen him throw a cellphone out a window when he gets a little angry — just tosses the phone. And I'll think, 'Well, that number's probably not good anymore.'"

One suspects Murray has had to deflect a stream of questions over the years about his more famous older brother, although it was another famous name Mayor Richard Daley wanted to drop when they met last year.

"His press secretary had a script idea about herself basically," Murray said. "She was very nice, but I was like, 'Not sure why you got a hold of me. Good luck with that.' But we were sitting there and the intercom buzzer goes off: 'The mayor would like to meet you.' So we sat and chatted, and then he was like, 'You know, I have this fabulous photo of your brother that you have to see.' It was when he was in town with (Robert) De Niro for 'Mad Dog and Glory.

"And he was talking about how there was this young upstart politico who wanted his backing in the Illinois primary, and he said, 'Yeah, we'll find out what happens in Michigan first.' But Daley was like, 'This upstart yokel, he wanted to hang around and meet De

Niro and get in the photo, and I told him to get lost!'"Finally, Daley pulls out the photo.

"It's him between Billy and De Niro, and in the corner, poking his head into the frame, is Bill Clinton."

Murray stops to laugh and shake his head. "It's the greatest picture I've ever seen."


Twitter @NinaMetzNews