Just a year after his divorce from his first wife (in 1996), Bill Murray married Jennifer Butler, whom he had an extramarital affair with while still married to Mickey Kelly. Throughout their 11-year marriage, the couple had four sons: Caleb, Jackson, Cooper, and Lincoln (per The Post and Courier). Butler filed for divorce in 2008, alleging that Murray had been abusive and negligent throughout their 11-year marriage. According to The Baltimore Sun, Butler says that Murray would disappear for long periods of time without warning and abuse marijuana and alcohol regularly. During one altercation between the couple in 2007, Butler alleges that Murray actually hit her in the face and told her that she was "lucky he didn't kill her."

Aside from his marriages, Bill Murray has also been linked to several other women, many through mere speculation or rumor. His relationship with fellow Saturday Night Live cast member Gilda Radner, however, was confirmed, as the two legends dated before Murray's first marriage to Kelly. Of Radner, who died in 1989 from ovarian cancer, Murray has said, "Gilda was really an extraordinary and spectacular person," according to The Guardian. "I never enjoyed making anyone laugh more than her. Never."

As for dating in general? In a 2014 interview with Vanity Fair, Murray explained why he had embraced the single life. "Not to diminish a relationship with a woman but I can't take care of another relationship if I can't take care of the things I really need to take care of the most."