[2] In 1923, Murray made his film debut as Captain John Alden in the Pilgrims, a three-reel production shot at Yale University in New Haven, Connecticut and surrounding area locations.

Shortly before working in Vidor's production, Murray also starred alongside Joan Crawford in Rose-Marie, released in February 1928.

In August 1930, Murray was sentenced to six months in jail for appearing in court drunk on a previous drunk-driving charge.

He stopped drinking for a time and, in February 1933, he signed a seven-year contract with First National Pictures and Warner Bros.[7] The same year, he married beauty pageant contestant ("Miss Florida") and actress Marion Sayers.

In the majority of his films in the sound era, particularly those made during the last few years of his career, he was cast in bit parts or as an uncredited extra.

Murray's final onscreen appearance was as an uncredited “earthquake survivor” in the 1936 disaster drama San Francisco.

[10] Decades later Vidor, haunted by Murray's decline and early death, wrote a screenplay titled The Actor, although his work never was produced.