Groucho Marx undistinguished vaudeville singing group billed as "The Four Nightingales". The brothers Julius, Milton (Gummo Marx) and Arthur (originally Adolph, but Harpo Mark from 1911) and another boy singer, Lou Levy, traveled the U.S. vaudeville circuits to little fanfare. After exhausting their prospects in the East, the family moved to La Grange, Illinois, to play the Midwest. After a particularly dispiriting performance in Nacogdoches, Texas, Julius, Milton, and Arthur began cracking jokes onstage for their own amusement. Much to their surprise, the audience liked them better as comedians than as singers. They modified the then-popular Gus Edwards comedy skit "School Days"
I'll Say She Is themselves effectively banned from the major vaudeville circuits owing to a dispute with E. F. Albee, and had failed in an attempt to produce their own shows on the alternate Shubert circuit. The show included some Marx Brothers routines and musical specialties from their years in vaudeville, incorporated into a thin narrative about a rich girl looking for thrills, as presented to her by a succession of male suitors. The libretto and lyrics were written by Will B. Johnstone, who later co-wrote the classic Marx Brothers films "Monkey Business" (1931) and "Horse Feathers" (1932) with music by his brother, Tom