Murphy owned a plane around the time of the Cristero War in Mexico against the anti-Catholic government of Emilio Portes Gil. Murphy decided to help the rebels by using his plane to bomb the government-controlled town of Naco, Sonora. He tried many times between March 31 and April 6 to bomb Naco but also accidentally, bombed the Arizona border town with the same name. He destroyed some buildings and a car. United States soldiers eventually came to his house and took away his plane. Murphy escaped to rebel territory in Mexico but returned to the United States and was jailed for a little while.