I've seen their first 7 fims, which are supposed to be their best, and here's my order of preference:
Top 5 Marx Bros. Movies
1. Duck Soup - In their madcap prime, they were invincible.
2. Monkey Business - The one where they're stowaways. They're a whirlwind of trouble and laughter. A big step forward from their first movie, The Cocoanuts.
3. A Night at the Opera - Probably their best "film" (it has really good production value and some believable characters). Very funny, but I miss their unpredictable and crazed exploits from earlier movies.
4. Animal Crackers - The one at the mansion where a painting is stolen. Nearing their prime here, they seem effortlessly funny.
5. Horse Feathers - The one at the college. Very funny, but not quite as funny as I'd hope a Marx Brothers college comedy would be.
6. A Day at the Races - Their second best "film," but to me it felt kind of tired compared to its predecessor, A Night at the Opera.
7. The Cocoanuts - Pretty rough; looks like it was all done in one take, and it probably was. Too much singing and dancing for me, and Groucho botches a joke or two. It's still worth watching for those who've seen the other six films.