The brothers were from a family of artists, and their musical talent was encouraged from an early age. Harpo was hopelessly untalented on the guitar and piano (he boasts in his autobiography[7] that he only knew two songs, and that he could only play them with one finger); however, he became a dedicated harpist, which gave him his nickname. Chico was an excellent pianist, and Groucho played the guitar and sang.

They got their start in vaudeville, where their uncle Albert Schönberg was performing as Al Shean of Gallagher and Shean. Groucho`s debut was in 1905, mainly as a singer. By 1907, he and Gummo were singing together in The Three Nightingales with Mabel O`Donnell. The next year, Harpo became the fourth Nightingale. By 1910, the group was expanded to include their mother and their Aunt Hannah, and the troupe was renamed The Six Mascots.

Another famous entertainer became part of the family when Jack Benny married Sadye Marks (aka Mary Livingstone), their cousin.
One evening in 1912, a performance at the Opera House in Nacogdoches, Texas was interrupted by shouts from outside about a runaway mule. The audience hurried outside to see what was happening. When they returned, Groucho, angered by the interruption, made snide comments about the audience, including "Nacogdoches is full of roaches" and "The jackass is the flower of Tex-ass". Instead of becoming angry, the audience laughed. The family then realized they had potential as a comic troupe.[9]

The act slowly evolved from singing with comedy to comedy with music. Their sketch ("Fun in Hi Skule"), featured Groucho as a German-accented teacher presiding over a classroom which included students Harpo, Gummo, and Chico. The last version of the school act, titled Home Again, was written by Al Shean. About this time, Gummo left to serve in World War I, reasoning that "anything is better than being an actor!"[10] Zeppo replaced him in their final vaudeville years, the jump to Broadway, and then to Paramount films.

During World War I, anti-German sentiments were common, and the family tried to conceal their German origin. To avoid the draft the brothers started a farm near Countryside, Illinois, but soon found it not to their liking. During this time Groucho discontinued his "German" stage personality.

By this time "The Four Marx Brothers" had begun to incorporate their unique style of comedy into their act and to develop their characters. Both Groucho and Harpo`s memoirs say their now famous on-stage personas were created by Al Shean. Groucho began to wear his trademark greasepaint moustache and to use a stooped walk. Harpo stopped speaking onstage and began to wear a red fright wig and carry a taxi-cab horn. Chico talked with a fake Italian accent, developed off-stage to deal with neighborhood toughs, while Zeppo adopted the role of the romantic (and "peerlessly cheesy," according to James Agee[11]) straight man.

The on-stage personalities of Groucho, Chico, and Harpo were said to have been based on their actual traits. Zeppo, on the other hand, was considered the funniest brother offstage, despite his straight stage roles. As the youngest and having grown up watching his brothers, he could fill in for and imitate any of the others when illness kept them from performing. "He was so good as Captain Spaulding [in Animal Crackers] that I would have let him play the part indefinitely, if they had allowed me to smoke in the audience," Groucho recall

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