After the end of MST3K, Murphy spent the year 2001 going to a different movie every day and wrote a book about this experience, entitled A Year at the Movies: One Man's Filmgoing Odyssey. During his year at the movies, Murphy samples theatres from small-town boxes to urban megaplexes, attempts (and rejects) a theatre-food diet, suffers a kidney stone, visits both the Sundance and Cannes film festivals, sneaks Thanksgiving dinner into a showing of Monsters, Inc., and records all of these experiences, both good and bad. His feat – viewing over four hundred films on four continents – was mentioned in Ripley's Believe It or Not.

Starting in 2006, Murphy has joined Michael J. Nelson on many audio commentaries for Nelson's RiffTrax movie-riffing website, along with MST Alumnus Bill Corbett. He is notably absent from Joel Hodgson's Cinematic Titanic series, which includes most of the original cast of Mystery Science Theater 3000.

Murphy also did not appear in a 2008 reunion Sketch, which otherwise featured all of the original cast members from the Comedy Central era reprising their roles (excluding Weinstein). The brief skit was included as a bonus feature on The Giant Gila Monster disc of the MST3K Volume 10 DVD.

In 2013, Murphy recorded a voice for the computer game Tesla Effect, playing Smart Alex, a Siri-like AI assistant that heckles the player's failures.