Here's the history on this one: The Marx Brothers made their Broadway debut in a 1924 revue called I'll Say She Is. The show was never filmed or recorded and much about it is lost. In fact, I'm not even sure anyone alive can explain the title. (In interviews, even when he was lucid, Groucho couldn't.) One of the big comedy scenes was the opener, which involved the four brothers going to a talent agent to audition. The sketch had rhymed dialogue and in it, each of them did an impression of Joe Frisco, a famous stuttering comedian of the day who was also known for his distinctive style of dancing. (The entire script for I'll Say She Is has been pieced together from various sources and is available on this website.)
Got all that? Good. Now, flash forward to 1931 when the Brothers Marx were making movies for Paramount and the studio was staging a big publicity campaign to promote its wares. This involved producing a documentary called The House That Shadows Built, detailing the (then) brief history of the studio and showing clips from upcoming films. It was considered desirable to include a preview of the next Marx movie, Monkey Business. Problem: Filming had not yet commenced on Monkey Business so there was no clip. Solution: Make one.
Groucho, Harpo, Chico and Zeppo went onto a Paramount soundstage one day and filmed a scene that could be passed off as an excerpt from their upcoming feature. It was the talent agent sketch from I'll Say She Is with a couple of modifications. One was that since Joe Frisco was not a major Paramount star and Maurice Chevalier was, the impressions were changed from Frisco to Frenchman. In doing this, they created the only recorded remnant, such as it is, from I'll Say She Is. Take a look…
The filmed bit was included in the infomercial, then discarded. Neither the footage nor the routine was used in Monkey Business, although — perhaps to justify the bogus preview scene — there was a point in the storyline where the brothers all did Chevalier impressions in order to get past a customs agent. We'll discuss that scene here tomorrow.