TMZ snagged video of Murray dancing at the reception Saturday in Pennsauken, New Jersey ... bopping along to the classic Sister Sledge song, "We Are Family."
Our spies say Murray was uncomfortable at first, but loosened up. By the end of the night he was chatting and taking pics with the guests.
Murray didn't know anyone at the wedding. His baby mama, Nicole Alvarez, was in the bridal party.
Best +1 ever.