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Seven years ago, Bill Murray shared a powerful story about the importance of art. The revelation came during a discussion at the National Gallery in London for the release of 2014's "The Monuments Men." The film is about a troop of soldiers on a mission to recover art stolen by the Nazis.

After his first time performing on stage in Chicago, Murray was so upset with himself that he contemplated taking his own life.

"I wasn't very good, and I remember my first experience, I was so bad I just walked out — out onto the street and just started walking," he said.