Although unnamed, the character was referred to on the set as "FilFil," as his design is based on that of Filfil from Alam Simsim. Beginning in Season 38, he gained an identity as Murray, hosting the "What's the Word on the Street?" segments that precede each episode of Sesame Street. In season 39, he began appearing in his own segment, Murray Has a Little Lamb, where he goes to a certain school with his pet lamb, Ovejita. In season 40, he started serving as a host of the new "block format", presenting the letter and number of the day, introducing upcoming sketches within the episodes, and announcing the sponsors. Murray was given a new segment in Season 42, Murray's Science Experiments, which are spread through the tune-ins. He is again with Ovejita.
- What's the Word on the Street? (2008)
- Love, Elmo (2009)
- Healthy Monster Triathlon (2010)
- Murray's First Book of Words (2010)
- Abby's Pink Party (2011)
- Elmo Doodle Dandy (2011)
- Elmo's Merry Christmas (2011)
- Grouches Are Green (2011)
- I Can Make Words (2011)
- Imagine with Elmo (2011)
- Opposite Day (2011)
- Elmo and Ernie's Joke Book (2012)
- In a deleted interview scene for What's the Word on the Street?, used in a Behind the Scenes spot on the Sesame Street website, Murray alludes to an as-of-yet-unseen superhero alter ego.
- In the resource video Little Children, Big Challenges: Incarceration, Murray reveals that his uncle was incarcerated when he was little.