Bill Murray took Chloe Sevigny and Adam Driver "joyriding" in a prop police car.

Chloe Sevigny

Chloe Sevigny

The trio star together as cops in upcoming zombie comedy 'The Dead Don't Die' and the 'Groundhog Day' actor thought it would be funny to leave the set while filming was paused due to bad weather - leaving the 44-year-old actress worried they were doing something "illegal".

Chloe told Vulture: "One day we were shooting outside the diner in the pouring rain. So we had to wait for the rain to pass, and Adam and Bill and I were in the cop car, in uniforms.

"Bill's like, 'Wanna go for a drive?' We're like, 'Okay ...' He pulls out without telling any of the producers.

"[In the fake cop car] and in uniforms, which is probably illegal.

"He's like, 'Does anyone have their phone on them?' And we're like, 'No.' 'Does anyone have any money?' 'No.' We're driving around upstate in a cop car, no money, no phones."

But despite their lack of resources, Bill managed to find his bearings and even obtained some "free s**t" from a local stall.

Chloe continued: "But he'd gotten a map in a restaurant, you know, one of those that's to scale, like, 'Here's the corner store'. He was like, 'I remember this farm stand I went to!'

" He pulled up to this farm stand, with the lights on. Joyriding with Bill Murray. He got free s**t at the farm stand.

"He's like, 'I'll come back and pay later.' "

While Chloe is unsure whether or not the 68-year-old actor ever settled his bill, she doesn't think the stallholders would be too upset if he didn't.

Asked if he went back, she said: "Who knows. I'm sure they were thrilled."