The fact that Groucho and Chico could usually just TALK their way out of a bad situation is awesome in and of itself.
Any time Harpo gets to demonstrate just why he's called that.
Likewise, any time Chico plays the piano. Damn.
Chico and Harpo looked pretty much identical out of costume and occasionally switched roles in their stage roles, with no one the wiser.
Zeppo was such a brilliant actor and comedian that he could sub for any of the Marx Brothers on the fly and no one would notice the difference. When Groucho Marx himself admits that you're the funniest man alive that means something.
That's not especially surprising when you see a group photo of the brothers as young men out of costume and notice that they all look a lot alike.
In the obligatory jam session in Go West, Harpo plays a weaving loom like a harp!