Step 1 : Introduction to the question "What Bill Murray movie is set in Punxsutawney, Pennsylvania?"
...Groundhog Day is a 1993 comedy film directed by Harold Ramis and set in Punxsutawney, Pennsylvania. It stars Bill Murray as Phil Connors, a TV weatherman who, during an assignment covering the annual Groundhog Day event, is caught in a time loop, repeating the same day repeatedly. The film was shot in Woodstock, Illinois, because Punxsutawney "didn't have a town center that looked good on camera", according to Ramis. Punxsutawney officials, miffed that their town had been passed over, refused to allow the real Punxsutawney Phil to appear in the movie.