On Thursday night, a pumped-up crowd at the Palace Theatre in Greensburg got to see the star of “Ghostbusters,” “Groundhog Day” and “Caddyshack” tear through the vocals of Bob Dylan’s “Like a Rolling Stone.”

Bill Murray has cultivated a decades-long career as an award-winning actor and comedian, cementing himself as one of the biggest and most recognizable stars in recent memory. But that was all on the screen.

Now, Murray has put himself behind the microphone with a blow-the-doors-off blues band. He’s playing shows with The Blood Brothers, featuring Mike Zito and Albert Castiglia. The group will hopefully see a big boost from Murray’s star power.

But before that, comedian and musician Dave Hill opened up the night and garnered himself some new fans, too (despite the boos when he announced that he’s from Cleveland). While not all of Hill’s shtick landed, he did some engaging crowd work and earned plenty of “Dave! Dave! Dave!” chants. He wrapped up his 40 minutes onstage with a pretty funny story-song about getting into a fistfight, leaving a good impression on a crowd that was anticipating the approaching appearance of a comedy legend.

Now, Murray and his Blood Brothers weren’t there to tell jokes or be funny. While it was clear that the crowd was there to catch a glimpse of the 75-year-old “Saturday Night Live” alum, heads were quickly turned by Mike Zito’s voice on the first song, a Blood Brothers original called “In My Soul.” The soaring song was the second track on 2023 album “Blood Brothers” and felt like a perfect introduction to just what these musicians can do. Murray gamely played a shaker along with the rest of the band.

The Blood Brothers stayed original for their second song, “Tooth and Nail,” a honky-tonk tune with Albert Castiglia taking the mic and Murray parked behind a set of bongos. The guitarists rollicked and tangled around each other’s riffs, a joyous carnival of sound that evoked dim lights and cold beer bottles.

Murray first stepped up to the mic to sing vocals on The Kinks’ “Tired of Waiting for You,” which took the volume down a bit until toward the end, when both Murray’s voice and the musicians turned things up a notch.

The last original of the set was another romp through old-fashioned blues and country, “Get Down to the Nitty Gritty” from Castiglia’s 2024 solo album “Righteous Souls.” The jam found Castiglia’s soulful voice — with just enough grit — duetting with more wailing guitars.

From then on out, it was a run of covers until the 90-minute show’s end. First up were the immortal opening chords of “The House of the Rising Sun,” a song made famous by The Animals. Murray stepped up to the microphone again for that one, letting the audience know afterward that “we never played that for anyone before, we played that for you for the first time.”

While Murray isn’t the best singer, he put his whole heart into his performance, howling out the final verses of the blues staple and doing a good job of ad-libbing throughout. The song also featured the addition of a saxophone that fit in like a missing puzzle piece.

Mel McDaniel’s pure country stomper “Big Ole Brew” suited Murray’s vocal style better, with fast-sung lyrics and a tinge of humor and attitude that brought out the actor’s personality. The audience excitedly clapped along.

Celebrating a century of B.B. King, the band lovingly (and humorously) presented a cover of the blues master’s “Goin’ Down Slow,” featuring accomplished musician and producer Jimmy Vivino. Before the song, Vivino said, “We’d like to play the blues for you the way that B.B. King showed us how.”

One of the band’s boldest choices was a slowed-down and soul-infused cover of Prince’s “Little Red Corvette” sung by Zito, just playfully enough while maintaining the lyrics’ punch. Their cover of “Shotgun” by JR Walker and the All-Sars had the audience fast clapping along with a rapid-fire sax solo and power guitars.

Then, changing gears quite a bit, Murray lent his pleading voice to ’80s pop hit “867-5309/Jenny” by Tommy Tutone. While at times it sounded a bit like midnight karaoke, it was a fun change of pace.

The Blood Brothers pulled out all the stops for a cover of Derek and the Dominoes’ “Tell the Truth,” with smashing drums, roiling guitars and a powerful dual vocal showcase.

For Murray fans, the show ended on a high note with back-to-back classics “Like a Rolling Stone” and “Love the One You’re With.” Murray sang both, slipping into Bob Dylan’s emotive drawl easily (though not as well into Dylan’s effortless rhythm). The crowd sang loudly along with the chorus. The band flawlessly pulled off the uplifting Stephen Stills-penned closer, and Murray urged the theater to its feet at the bridge, radiating his trademark charisma. The whole band, with Murray at the center, stood together for bows to hoots and cheers.

It’s true that Murray won’t be joining the ranks of music’s great vocalists, but his fans at the Palace Theatre didn’t seem to mind. And it’s great to see a celebrity using his name recognition to have fun and bring attention to such an underrated band whose music is definitely worth a thorough listen.

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