A Very Murray Christmas is directed and co-written by Sofia Coppola, who also worked with Bill Murray on the movie Lost in Translation. In that film, Murray played an actor in Japan, reluctantly doing a series of commercials there, and not at all happy.
In A Very Murray Christmas, Murray starts out in much the same mood — he's in his room at New York's Carlyle Hotel, killing time with old friend Paul Shaffer, who's noodling at the piano. Outside, a snowstorm is raging. Inside, Bill Murray is pouting and singing a somber Christmas song.