The one, the only...

[AcornHouse]

Groucho.
I was surprised that this hasn't been mentioned before, but I didn't find it in a quick search. (Cue Ralf with 3 links.) All of the Marx Brothers were musical, it was a requirement for their vaudeville days.
Aside from singing, Groucho got to show off his chops on his Gibson L-5 in Horsefeathers. (Note the switch at the end. He wasn't about to do that to HIS guitar!)

 

[GGJaguar]

I wonder what his L-5 is worth today.

 

[AcornHouse]

I wonder what his L-5 is worth today.

One of them went to his daughter.

Groucho Marx

Unlike brothers Chico and Harpo, who often appeared on screen with their respective instruments (piano and harp), Groucho’s abilities as a guitarist are less well known. He appeared with his chosen…

prewargibsonl-5.com

 

[HeyMikey]

That was great! I don’t remember that scene. I always loved watching Chico on the piano, and of course Harpo. It’s been a long time since I’ve watched any MB movies. I’ll have to do something about that.

 

[twocorgis]

I'll never forget seeing George Gruhn's "Loar Wall" when we had the LTG get together back in 2014. those L5s were in near mint condition!

 

[Minnesota Flats]

“I Must Be Going” & “Hooray For Captain Spaulding” from the 1930 Marx Bros film, "Animal Crackers":



The latter song was re-arranged and became the theme music for “You Bet Your Life” show (radio: 1947-1960, TV:1950-1960) Which was hosted by Groucho and his "straight man", George Fenneman: