Yes, "A Very Murray Christmas" is a special that aired on Netflix in 2015 and starred Bill Murray, who played himself as a character named Bill Murray. The special featured a number of celebrities, including George Clooney, Miley Cyrus, Chris Rock, Amy Poehler, Paul Shaffer, and many others. The special was filmed in a hotel in New York City, and the premise was that Bill Murray's character is hosting a Christmas party and is visited by various guests who share their stories and perform musical numbers.