Bill Murray, Jan Vogler & Friends @ Festival Theatre, 18 Jun

Even after four decades of being the funniest actor on the planet, Bill Murray is full of surprises. As unlikely as it sounds, the Ghostbusters and Groundhog Day star has now decided, at the fine old age of 67, to reinvent himself as a troubadour. Flanked by a world-class chamber trio of cellist Jan Vogler, violinist Mira Wang and pianist Vanessa Perez, Murray has concocted a loopy show that blends literature with classical music, show tunes with American standards, and earnest balladeering with comic pratfalls.

Opening with an extract from George Plimpton’s acerbic interview with Ernest Hemingway, followed by a couple of Walt Whitman poems and a long, Schubert-scored passage from James Fenimore Cooper’s The Deerslayer, in which the eponymous young frontiersman describes in tedious detail the geographical intricacies of a body of water, it’s a curious mash-up that takes a little getting used to. Murray clearly senses our unease. “This is the part of the show where you turn and say, ‘we could be at home right now eating a baked potato,’” he deadpans. “This is your moment to escape.” You’d be a fool if you did. From this stuffy opening things loosen up on stage as Murray moves into louche mode.

If you know the karaoke scene from Lost in Translation where Murray tentatively croons to Roxy Music’s More Than This, you’ll know he doesn’t have the greatest voice in the world, but he is a great singer; this hangdog comic has soul to burn. Every stray alley cat along Nicolson Street must have had their hairs stand on end as Murray caterwauls his way through a comic medley of West Side Story showstoppers (a plaintive Somewhere, an über camp America, a wildly over-the-top I Feel Pretty), but we dare you not to be moved by his sweetly sentimental take on the Stephen Foster ballad Jeanie with the Light Brown Hair or knocked out by his barnstorming rendition of Van Morrison's When Will I Ever Learn to Live in God. As one of the roudier Murray fans in the row behind us observed after the latter tune: “Oan yersel' Murray!”

Murray has a lot of fun punning along to Gershwin’s It Ain't Necessarily So too, turning the line 'Jonah he lived in a whale' into a literal wail and coaxing a mass singalong out of the Festival Theatre audience with the chorus. It’s a moment of delirious fun, but it might contain a sprinkling of political subversion too. After all, when Trump’s bible thumping government is using the Good Book to defend their cruel immigration policies, it’s worth reminding folks that the things you're liable to read in there ain't necessarily gospel. Murray’s moving reading from The Adventures of Huckleberry Finn – a passage where Huck puts one over on a lynch mob to save Jim’s skin – also speaks loudly to this troubling moment in time and reminds us to question authority.

A spirited attempt at The Bonnie Banks o' Loch Lomond, honking Scottish accent and all, gets a vigorous response from the Edinburgh crowd during an extended encore, and results in one of three standing ovations spread over the night, and further approval from our friend a few rows behind who simply exclaims, "Tidy!" Murray shows his appreciation to the lively crowd by dancing through the stalls and scattering them with roses after a curious Mexican number, which he dedicates to the Central American country’s win over Vogler’s homeland the previous night.

Murray’s a generous enough performer not to showboat too much, though. Each of his ensembles gets their chance to shine during virtuosic solos, at which point Murray either hangs back in the wings or literally hides on stage behind Perez’s grand piano. The trio even joins Murray in the clowning during a zany rendition of The Piano Has Been Drinking, with Murray’s vocal even more scratchy and punchdrunk than Tom Waits’.

It’s hard to think of another performer who’d get away with such an indulgent lark, but this playful blend of high and low culture is a gonzo delight. We’d be devastated if Murray was to give up his day job, but on this form, the occasional bit of moonlighting wouldn’t go amiss.

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Bill Murray, Jan Vogler & Friends: New Worlds tour continues throughout Europe, America and Australia. For more info, head to newworldsmusic.com