Groucho Marx - Very thick moustache and usually the lead in their movies.
Chico Marx - Noticable by his gangster-like accent. (not to be confused with "gangsta")
Harpo Marx - Never speaks in he movies (making him funnier).
Zeppo Marx - Usually the least funny and most serious Marx brother. Any jokes of his are very subtle or not as obvious as the jokes from the other 3.
Dude: Sorry, but I'm stayin home tonight watchin' the Marx Brothers DVD's.
Chick: Who are they?
Dude: *pimp smacks her face*