Bill Murray WON the pro-am PGA Tournament at Pebble Beach this weekend -- so he's got that going for him ... which is nice.
The 60-year-old "Caddyshack" star was teamed up with pro golf star D.A. Points -- and together, they rallied to a come-from-behind victory in the last round.
After winning the tourney, Murray told reporters, "I didn't know what to do with myself. Holy cow, I think I can die now."
It's a Cinderella story.