The 57-year-old "Saturday Night Live" alum has starred in the movies "Ghostbusters," "Stripes," "Groundhog Day," "Rushmore" and "The Royal Tenenbaums."

The Tribune said Murray jumped in tandem with Army Staff Sgt. Joe Jones of the Golden Knights and appeared to land without incident Friday afternoon.

An entry posted on the newspaper's Web site at 3:09 p.m. CDT said: "Bill Murray is still coming down. Above him are a half dozen more Golden Knights. Murray is down! He has landed on his feet. He's talking to Sgt. Jones, who is a full head shorter than Murray. He shakes hands and moves toward the podium after he is detached from the parachute. The other Golden Knights land."

An update made at 3:31 p.m. on the Web site said Murray was surrounded by reporters and fans yelling his name.

"He made a brief statement, but it was mostly drowned out by the roar of Blue Angels flying overhead," the entry said.