The in room scenes in the movie were filmed entirely in a diplomat suite. They moved a bunch of furniture around so you wouldn’t recognize it other than the shape of the room and walls. Bill Murray’s “bed room” was actually the living room of the suite.

They also added/changed a bunch of the furniture and decorations, which the hotel’s designer famously thought was lame (decorations added were more cheesy Asian/Japanese, in contrast with the deliberately international style of the hotel).