An energetic monster, his early talk spots with kids in Season 36 often discussed the importance of exercise and healthy habits with young visitors. Scripts for these segments refer to the character simply as "Orange Monster." The puppet 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. Ovejita joined him in new "tune-in" formats introduced in season 42, such as "Murray's Science Experiments" and "The People in Your Neighborhood."
Due to the format changes and condensed show runtime in season 46, Murray's role was diminished to re-used "Murray Has a Little Lamb" segments and his only new material for the season was in some celebrity musical numbers ("You've Got a Body, So Move It," "Be a Good Friend" and "Everyday Hero") and the new opening and closing sequences. Mazzarino later announced his departure from the show in September 2015, and there are no plans to recast the character. Murray continues to be seen in re-used segments.
- 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.
- Be a Friend (2006)
- 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 Alphabet Soup (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)