(1984), Raising Arizona (1987), The Wizard (1989) as Jimmy's stepfather Mr. Bateman, National Lampoon's Christmas Vacation (1989), L.A. Story (1991), Addams Family Values (1993), and Drop Dead Gorgeous (1999).
On television, he was a regular on The Tracey Ullman Show, voiced Roy in the series Dinosaurs, and played recurring roles such as Chandler's boss on Friends, dentist Vic Schweiber on Freaks and Geeks, Doug and Deacon's boss in The King of Queens, and Ned in the sitcom Mom.
He was also in episodes of The Jeffersons, Hill Street Blues, The Golden Girls, Who's the Boss?, Home Improvement, Disney's Recess, The Sopranos, The Tick, and Breaking Bad among others.
McMurray gained much international recognition among gamers for his role as the voice of two newscasters in the expansion for Command & Conquer: Generals.
For the 2014–2015 television season, McMurray had a main role as Trent Culpepper in the ABC comedy series Cristela.