This report from The Sunday Telegraph offers a resounding yes! (I've abridged this for reading pleasure, full story is in the Telegraph link.)
Hey, do you think he brought Dudley Heinsburgen to the party with him? That dude knows how to party. And he can hear real good too.
Bill Murray turns fiction into fact by pitching up at students' party in St Andrews with a new blonde friend – and then doing the dishes
By Jonathan Wynne-Jones
In the Oscar-winning film Lost in Translation, Bill Murray famously plays a lonely actor looking for meaning in his life in a strange land. He meets a young blonde woman and goes to a party with her.
Now life seems to have imitated art when the Hollywood star stunned a house full of students by turning up at their party in the early hours of the morning.
The 56-year-old actor was in St Andrews for a celebrity golf event but, rather than retire for an early night when last orders were called, he went off to explore the more playful side of the historic city.
He had been drinking with fellow golfers in the fashionable Ma Bells bar when he met Lykke Stavnef, a Norwegian blonde, who was out her friend Marie Bergene. To her surprise, Murray accepted her invitation to a party and accompanied her along the cobbled streets to a Georgian townhouse, where a gathering overflowing with young Scandinavians was in full swing.
"Nobody could believe it when I arrived at the party with Bill Murray," said Miss Stavnef, 22, a social anthropology student. "We met him in the bar and he made some jokes. He was just like the character in Lost in Translation."
"It was really funny because he was pretty old compared with all the other people there, but he was so relaxed and it was really amusing when he started to wash up," said Miss Stavnef. She was concerned that there were no clean glasses when she arrived with Murray but she said he was quite happy to drink vodka from a coffee cup.
As news spread around the city that Murray was a surprise guest at a student party, the house became crowded with people wanting to meet the star of Ghostbusters and Groundhog Day.
"The alcohol ran out very quickly when word got round that he was with us," said Agnes Huitfeldt, 22, an economics and finance student.
"I was standing in the hallway when he came in. I introduced myself, but I was really surprised when he remembered my name later as there were so many people there.
"He was joking with me about reheating some leftover pasta and how drunk everyone was. The pasta was probably quite hard to get off the dishes because they had been sitting around."
Shortly after finishing the washing-up piled high in the students' kitchen, the Hollywood star left with a couple of companions who were believed to have been involved in the golf competition.
"He couldn't fail to have a good time," said Tom Wright, 22, an international relations student. "The party was overflowing with stunning Scandinavian blondes. He seemed to be in his element, cracking lots of jokes. It was the talk of the town the next day."
Murray fired his publicist several years ago and has no agent. He could not be reached for comment.