From IMDB:
Bill Murray is a closet kleptomaniac - but he only steals items no one else wants.
The Ghostbusters star insists he never pilfers anything of value, but he can't help but pick up forgotten items.
He says, “I don't think of myself as much of a thief but occasionally there are things that are just laying there doing nothing and they're not being used and they're not being appreciated. I don't consider that theft.
”Theft would be if I took your sunglasses or if I took your purse or something. I don't need your coat, your purse, your glasses, your earrings; I don't need that stuff.
“But, if there was something that was lying around; it was in your garage and it had been there for nine years and it was just covered with dust, are you kidding?
”Sometimes I feel the need, not to steal it from you, but to liberate that object from its bondage."