The film, directed by Wes Anderson, tells the story of a pair of tweens who fall in love and runaway from their New England town, prompting a search from the entire community.
Moonrise Kingdom stars Murray, Tilda Swinton, Edward Norton, Bruce Willis and Frances McDormand.
In the new video posted on the film's official Youtube channel, Murray gives a tour of the set in Rhode Island where the movie was filmed and describes working with Anderson and the cast.
"I had to work with a bunch of scouts and kids," he explains, "No money can make that right, can it?"
Moonrise Kingdom premiered as the opening film at this year's Cannes Film Festival.
It is due for release on May 25 in the US and the UK.
Watch Bill Murray's set tour of Moonrise Kingdom below:
Picture gallery - 'Moonrise Kingdom' world premiere, Cannes Film Festival 2012:
Copyright: PA Images Joel Ryan/AP