The Groundhog Day star, 62, showed up unexpectedly on Roosevelt Island, where locals had gathered to compete in a weekly league, and he proved he was a good sport by taking part in a few rounds of the baseball-like game, in which players kick the ball instead of hit it with a bat.
Player Chris DiLella tells Entertainment Weekly, "He was bouncing the ball... ran over to second base. Played for a bit... Gave us all high-fives and let us pose with him in the picture."
DiLella claims Murray then ran over to one of his teammate's mothers and "picked her up in his arms", before heading off.
Oddball Murray is no stranger to crashing events - he randomly makes appearances at house parties across the Big Apple and often shows up at Major and Minor League baseball games.
Back in June (12), he entertained sports fans in South Carolina by running the bases on a tarpaulin-covered baseball field during a rain delay at a Minor League game in Charleston.
Murray jogged around the field to wild applause, belly-flopped on the ground and slid in to home plate.
Murray is a part-owner of the Charleston RiverDogs, an affiliate of the New York Yankees.