Film Bill Murray and Paul Shaffer’s New Music Video is Packed With Inside Jokes Bill Murray and Paul Shaffer’s New Music Video is Packed With Inside Jokes By Diana Crandall / March 8, 2017 4:18 pm Paul Shaffer and Bill Murray gleefully walk down “Happy Street” in this animated video for the lead single off of the former Late Show bandleader’s self-titled new LP, Paul Shaffer and the World’s Most Dangerous Band. Listen below, and pre-order the album here. This article was featured in the InsideHook newsletter. Sign up now.