Marx Brothers since he did not join the act until Gummo had departed. As with Groucho, three explanations exist for Herbert's name "Zeppo": Maxine Marx reported in "The Unknown Marx Brothers" that the brothers listed their "real" names (Julius, Leonard, Adolph, Milton, and Herbert) on playbills and in programs, and only used the nicknames behind the scenes, until Alexander Woollcott overheard them calling one another by the nicknames. He asked them why they used their real names publicly when they had such wonderful nicknames, and they replied, "That wouldn't be dignified." Woollcott answered with a belly laugh. Woollcott did not meet the
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