Trivia: The two men heard on the radio every time Groundhog Day repeats itself are director Harold Ramis and Bill Murray's brother Brian Doyle-Murray.
Trivia: Bill Murray was bitten by the groundhog twice during shooting.
Trivia: The screenwriters for the film have said that the total amount of time that Bill Murray is stuck repeating the same day is about 10 years.
Trivia: During filming, Bill Murray and Harold Ramis had a falling out. The reason for this is because Bill thought the movie should be philosophical while Harold refused stating that it was to stay a comedy.
Trivia: I'm not sure if this was done intentionally, but in the scene where Phil is eating a table full of sweets, talking to Rita, as the camera pans in on Phil, there are 2 clocks on his immediate left. Both look like they indicate the same time, but one says 5:55, and one says 11:30. Notice that the angle of each hand is the same, but the little and big hands are switched. Neat trick if it was done on purpose.
Trivia: Bill Murray is actually playing Rhapsody on a Theme by Paginini on the piano, it's not dubbed in.
Chosen answer: As you stated, it's never addressed as to whether or not he attempted to leave town. Phil lived through many more days than is shown in the film, so it's possible he left at some point, though there's little reason for him to do so because he wouldn't get far, and, when he wakes up the next morning, he'll be right back in the town.
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