Marx Brothers Say She Is". Their third feature-length film, "Monkey Business" (1931), was their first movie not based on a stage production. "Horse Feathers" (1932), in which the brothers satirized the American college system and Prohibition, was their most popular film yet, and won them the cover of "Time" magazine. It included a running gag from their stage work, in which Harpo produces a ludicrous array of props from inside his coat, including a wooden mallet, a fish, a coiled rope, a tie, a poster of a woman in her underwear, a cup of hot coffee, a sword; and, just after Groucho
Marx Brothers Cream" sketch. In a 1969 interview with Dick Cavett, Groucho said that the two movies made with Thalberg were the best that they ever produced. Despite the Thalberg films' success, the brothers left MGM in 1937; Thalberg had died suddenly on September 14, 1936, two weeks after filming began on "A Day at the Races", leaving the Marxes without an advocate at the studio. After a short experience at RKO ("Room Service", 1938), the Marx Brothers returned to MGM and made three more films: "At the Circus" (1939), "Go West" (1940) and "The Big Store" (1941). Prior to the release