They find their new case right in Charles-Haden Savage's apartment. His stunt double has been shot dead, but was the bullet meant for her--or for Savage, the man who lives in the apartment?
Despite the drama, expect plenty of comedy, especially since Hollywood wants to turn their podcast into a movie.
Fans can expect another season filled with laugh out loud humor.
"That's what we go for is a laugh on every page," said Martin. "Or sometimes you don't want a laugh on every page because it gets very dark and emotional and difficult. But then you revive it with a big laugh. Next question!"
So, who laughs the most on set... and who's the cause of that?
"I'm the one laughing at them and half of the time, it's not even because they're intentionally being funny. They're so spectacular," said Gomez.
Martin Short added, "Because what's changed from season one when she said, 'I was a little nervous?' She got meaner and meaner every season. We taught her well."
This season, the people who will be playing the characters in the movie version of their podcast are also involved with trying to solve the case.
Martin, Short and Gomez didn't have anything to do with picking their "actor" counterparts, Eugene Levy, Eva Longoria and Zach Galifianakis.
"Zach, I had met briefly once backstage at one of our shows, but I just fell in love with him. He's just the funniest, sweetest," said Short.
The stars say this show has been something special for all of them.
"This is a full home run for all of us and I think we are deeply appreciative," said Short.
The show is up for 21 Emmys, including Outstanding Comedy Series...and acting nominations for all three leads.
"I'm kind of used to it, you know, because the last Emmy I got was in 1969," said Martin. "It's old news."
Short asked his longtime friend, "Steve, how many Emmys do you have?"
"I want to say five. Well, I want to say five, but I have one," he replied.
Season four of "Only Murders in The Building" is airing now on Hulu.
MORE: Steve Martin, Martin Short and Selena Gomez surprise fans in Hollywood
Steve Martin, Martin Short and Selena Gomez make a surprise appearance at a fan event for their show
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