May be THE classic Bill Murray movie, with Murray, Ramis, Candy and other oddballs making it in the Army. There are three general sequences - Murray pre-Army, basic training, and the mission (occurring after Murray and Ramis "borrow" Army test vehicle with their MP girlfriends). Each of the sequences are funny, I personally like Murray pre-Army best and the mission least. Warren Oates as "Sgt. Hulka" is a modern classic. Over twenty years later and this is still the reigning service comedy.
