Question: What film starring Bill Murray depicts the visit of the first Head of the Commonwealth to the United States?

Context paragraphs:
Hyde Park on Hudson: Hyde Park on Hudson is a 2012 British biographical historical comedy-drama film directed by Roger Michell.  The film stars Bill Murray as Franklin D. Roosevelt and Laura Linney as Margaret "Daisy" Suckley, a cousin and childhood friend of the President.  It was based on Suckley’s private journals and diaries, discovered after her death, and fictionally dramatizes her close personal relationship with Roosevelt, and the 1939 visit of King George VI and Queen Elizabeth to Roosevelt's country estate, Hyde Park.

Larger than Life (film): Larger Than Life is a 1996 American comedy film starring Bill Murray.

Groundhog Day (film): Groundhog Day is a 1993 American fantasy-comedy film directed by Harold Ramis, starring Bill Murray, Andie MacDowell, and Chris Elliott.  It was written by Ramis and Danny Rubin, based on a story by Rubin.  Murray plays Phil Connors, an arrogant Pittsburgh TV weatherman who, during an assignment covering the annual Groundhog Day event in Punxsutawney, Pennsylvania, finds himself caught in a time loop, repeating the same day again and again.  After indulging in hedonism and committing suicide numerous times, he begins to re-examine his life and priorities.

Quick Change: Quick Change is a 1990 American crime comedy film written by Howard Franklin, produced by and starring Bill Murray, and directed by both.  Geena Davis, Randy Quaid, Jason Robards, Tony Shalhoub, Stanley Tucci, Phil Hartman, Victor Argo, Kurtwood Smith, Bob Elliott and Philip Bosco all co-star.  It is based on a book of the same name by Jay Cronley.  The film is a remake of the 1985 French film "Hold-Up" starring Jean-Paul Belmondo.  The film is set in New York City, particularly in Manhattan and Queens, with scenes taking place on the New York City Subway and within John F. Kennedy International Airport.  Times Square, the Empire State Building, and the Statue of Liberty are also briefly seen.  As of 2017, "Quick Change" is the only directorial credit of Bill Murray's career.

Warren Oates: Warren Mercer Oates (July 5, 1928 – April 3, 1982) was an American actor best known for his performances in several films directed by Sam Peckinpah, including "The Wild Bunch" (1969) and "Bring Me the Head of Alfredo Garcia" (1974).  He starred in numerous films during the early 1970s that have since achieved cult status, such as "The Hired Hand" (1971), "Two-Lane Blacktop" (1971), and "Race with the Devil" (1975).  Oates also portrayed John Dillinger in the biopic "Dillinger" (1973) and as the supporting character U.S. Army Sergeant Hulka in the military comedy "Stripes" (1981), starring Bill Murray.

What About Bob? (disambiguation): What About Bob?  is a 1991 comedy film starring Bill Murray and Richard Dreyfuss.  The term may also refer to:

The Man Who Knew Too Little: The Man Who Knew Too Little is a 1997 American-German spy comedy film starring Bill Murray, directed by Jon Amiel, and written by Robert Farrar and Howard Franklin.  The film is based on Farrar's novel "Watch That Man", and the title is a parody of Alfred Hitchcock's 1934 film "The Man Who Knew Too Much" and his 1956 remake of the same title.

George VI: George VI (Albert Frederick Arthur George; 14 December 1895 – 6 February 1952) was King of the United Kingdom and the Dominions of the British Commonwealth from 11 December 1936 until his death.  He was the last Emperor of India and the first Head of the Commonwealth.

What About Bob?: What About Bob?  is a 1991 American black comedy film directed by Frank Oz, and starring Bill Murray and Richard Dreyfuss.  Murray plays Bob Wiley, a psychiatric patient who follows his egotistical psychiatrist Dr. Leo Marvin (Dreyfuss) on vacation.  When the unstable Bob befriends the other members of Marvin's family, it pushes the doctor over the edge.

Stripes (film): Stripes is a 1981 American buddy military comedy film directed by Ivan Reitman, starring Bill Murray, Harold Ramis, Warren Oates, P. J. Soles, Sean Young, and John Candy.  Several actors including John Larroquette, John Diehl, Conrad Dunn and Judge Reinhold were featured in their first significant film roles.  Joe Flaherty, Dave Thomas, Timothy Busfield and Bill Paxton also appeared early in their careers.

Supporting paragraphs: Hyde Park on Hudson George VI
Answer: Hyde Park on Hudson