In 1967, Groucho Marx published a book of his letters called — of all things — The Groucho Letters. These were letters he'd donated to the Library of Congress, and you can see one of them on this page.
Several years ago, my buddy Frank Ferrante, the great Hackenbush Impersonator, read some of them for a BBC radio special. It was recently rebroadcast and for the next few days, you should be able to hear it from a link on this page. Do not dawdle as it will only be there until the end of the week.
Thanks to some reader of this site named mightygaijin, who sent me the tip. I believe the BBC has some upcoming Groucho specials and if anyone sees them online before I do, please let me know.