The two starred together in the 1990 crime comedy Quick Change.
Davis has previously spoken about the pair’s infamous 1990 appearance on The Arsenio Hall Show in which Murray repeatedly touched Davis, running his fingers up and down her bare arm, and at one point pulling down the straps of her dress.
She has also recounted her audition for Quick Change, during which Murray allegedly used a massage device he called “The Thumper” on her despite her repeated protests.
In a new interview with journalist Kara Swisher on her podcast, On With Kara Swisher, Davis also recalled Murray screaming at her to hurry up one day during filming.
“We were shooting a huge scene out on an intersection in Manhattan with hundreds of extras and giant crew and all that stuff,” Davis said. She then recalled the assistant director telling her to stay and wait in her trailer and wait for costumes.
“Seconds later, Bill Murray – in a full clown costume, by the way – slams into the trailer with rage coming out of his eyeballs and starts screaming at me and swearing at me, ‘Get the f*** out there! What the f*** are you doing? Move! Move!’” Davis said.
“And he got behind me and screamed in my ear, ‘Move! Move faster! Move it!’ And we’re getting to this intersection where there’s hundreds of people watching this, and he keeps it up and keeps it up until he says, ‘Stand there’ and points to a mark on the pavement and starts shooting.”
Davis said she was “literally shaking”, adding: “Talking about it actually, it’s still – it’s very emotional for me because I felt so ashamed, you know, for somebody who wants to do things right. You know?”
The Independent has contacted Murray’s representative for comment.
In 2021, Lucy Liu also opened up about an alleged dispute she had with Murray while filming the 2000 movie Charlie’s Angels.
Last year, production on Aziz Ansari’s directorial film debut, Being Mortal, was reportedly suspended due to an alleged complaint of “inappropriate behaviour” against Murray.
The details of that complaint were later reported, with claims emerging that Murray kissed and straddled a young female staffer.
At the time of the incident, Murray said in an interview: “I did something I thought was funny and it wasn’t taken that way...
“As of now we’re talking and we’re trying to make peace with each other. We’re both professionals. We like each other’s work – we like each other, I think.
“If we can’t get along and trust each other, there’s no point in going further working together or making a movie… It’s been quite an education for me.”