For anyone still pondering "My first name is Captain", a clue: the title of his movie refers to a large, striped quadruped and a place where you'd expect to find trains but don't.
Try this one: "You never f*** me and I always have to drive."
I see no one's guessed "Screw Big Billy" yet; there must be someone else out there with too much time on their hanRAB.
Here's another clue: three of the characters in this movie are named after ducks.