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In the 1880s, some friends in Punxsutawney, Pennsylvania went into the woods on Candlemas Day to look for groundhogs. This outing became a tradition, and a local newspaper editor nicknamed the seekers "the Punxsutawney Groundhog Club." Starting in 1887, the search became an official event centered on a groundhog called Punxsutawney Phil. A ceremony still takes place every year.
Bill Murray was bitten by the groundhog twice during shooting. Murray had to have anti rabies injections, because the bites were so severe.
According to Director Harold Ramis, most of the time, when he tried to explain a scene to Bill Murray, Murray would interrupt and ask, "Just tell me - good Phil or bad Phil?"
Harold Ramis originally wanted Tom Hanks for the lead role, but decided against it, saying that Hanks was "too nice."
(at around 59 mins) The scene where Phil picks up the alarm clock and slams it onto the floor didn't go as planned. Bill Murray slammed down the clock, but it barely broke, so the crew bashed it with a hammer to give it the really smashed look.
The film was not filmed in Punxsutawney, Pennsylvania, but actually in Woodstock, Illinois (just fifty miles from Bill Murray's hometown of Wilmette, Illinois). There is a small plaque that reads "Bill Murray stepped here" on the curb where Murray continually steps into a puddle. There is another plaque on the building wall at the corner that says "Ned's Corner" where Phil Connors was continually accosted by Ned Ryerson. During the Ned scene the sign for "Woodstock Jewelers" is clearly seen in the background.