The first Marx Brothers movie was The Cocoanuts, right? No, not right. Before that, the four brothers shot a silent film (for a company they founded) called Humor Risk. It is a lost film — no copies are known to exist — and if what Groucho said about it is to believed, no great loss.
But is Groucho to be believed? Maybe not. Marxian scholar Matthew Coniam runs down what is known about this movie we'll probably never see. Thanks to Ken Plume for letting me know about this article..