Bill Murray is a Pop-Up Legend.

You’ve probably heard some of the stories.

We were taking wedding photos and all of a sudden Bill Murray just showed up and joined the group and posed with us!

I was in the men’s room at this dive bar and some guy put his hands over my eyes. When I turned around, it was Bill Murray and he said, “No one will ever believe you,” and then he was gone.

Our band was jamming onstage, and all of a sudden Bill Murray showed up, grabbed a tambourine and joined in …

The stories are legion and they are legend — and they often sound like urban legends, were it not for the fact there is photographic and video evidence to back up many of the tales of the beloved comic great materializing out of nowhere at parties, bars, on the street, wherever, mingling for a while and then disappearing as quickly as he arrived.

Why does Murray do this? What does he get out of it? And what’s it like for those who have experienced a Bill Murray pop-up moment?

Director Tommy Avallone sets out to answer these questions in the whimsical and lighthearted and insightful documentary “The Bill Murray Stories: Life Lessons Learned from a Mythical Man.”

This movie had me smiling from start to finish. Murray can be a mercurial and elusive figure, but we come away from this doc convinced there is nothing cynical or self-serving or ego-driven about his interactions with “regular” folks. He seems to genuinely enjoy dropping in on someone’s life for a minute or an hour or an entire evening, knowing he is providing a wonderful story they’ll be telling for the rest of their lives.

Avallone’s quest begins in Charleston, South Carolina, where Murray has a restaurant and is part-owner of a minor league baseball team: the River Dogs. Wedding photographer Raheel Gauba talks of taking pictures of a newlywed couple when the groom started making strange expressions.

“I look behind me, and I see this guy,” says Gauba. “It’s actually Bill Murray, slapping his belly really loud.”

Cut to a shot of the one and only Bill Murray standing next to the happy couple.

We hear about Murray dropping in on a man’s 50th birthday party and staying for dinner. Murray handing a random woman a ticket to a Cubs-Indians World Series game — a ticket that has her sitting next to Murray. Murray showing up at a tavern and tending bar. Murray washing dishes at a college party. Murray joining a girls’ kickball game.

Some of these appearances aren’t completely random, e.g., Murray was acquainted with the guy who was turning 50, but it was still a huge and unexpected surprise when he showed up for the party.

And then there was the time Murray showed up at a construction site and read poetry. He was invited to stop by — but the workers had no idea he was coming.

When the Poets House in New York City was under construction, the executive director of the library asked Murray if he would stop by the site.

And there’s Bill Murray in a hard hat, reading Emily Dickinson to about two dozen construction workers:

“More numerous of windows, superior for doors … and for an everlasting roof…”

Too great.

Even some of Murray’s film roles mirror his ongoing efforts to mix and mingle with everyday life. In Jim Jarmusch’s “Coffee and Cigarettes,” Murray is working as a waiter in a diner, much to the surprise of GZA and RZA of the Wu-Tang Clan. When they call him out as “Bill m———— Murray,” he acknowledges it’s him, but asks them to keep it to themselves.

And in “Zombieland,” Murray plays Bill Murray, who is pretending to be a zombie so he can golf and hang out. “Suits my lifestyle,” he says. “I like to get out and do stuff.”

Director Peter Farrelly has the best take on Murray’s possible motivation for all these drop-in moments:

“Part of Bill’s charm when he shows up is not to take over. … He wants to be in the house and part of the gang. … He’s not doing a tap dance or juggling, he’s just sitting there watching TV with them. … It’s showing up to be present.”

Famous actors often talk about how much they miss those moments when they could quietly and anonymously observe others, without everyone looking at them. They miss not being the center of attention everywhere they go. Maybe that’s even true.

Bill Murray seems to have figured out a way to still have those moments — in large part because he comes across as being genuinely interested in the people he “life-bombs.”

As for whether director Avallone gets a moment with Murray …

See the movie. It’s well worth the journey to find out what happens.

★★★1⁄2

Double Windsor Films presents a documentary directed by Tommy Avallone. No MPAA rating. Running time: 70 minutes. Screens at 3:30 p.m. Saturday at the Music Box Theatre as part of the Cinepocalypse festival.