The silent comedy/adventure Too Many Kisses (1925) contains the earliest extant footage of a Marx Brother prior to the release of The Cocoanuts four years later. It is also the only movie in which Harpo ever “speaks”, although — most fittingly — it’s a silent film, so we read his dialogue in intertitles. Set in the Basque country of Spain, it stars Richard Dix, with Harpo as “The Village Peter Pan”. He has one line “You’re sure you can’t move?” But he’s in several scenes of the film; here’s one of them:
For more on comedy film history please check out my new book: Chain of Fools: Silent Comedy and Its Legacies from Nickelodeons to Youtube, just released by Bear Manor Media, also available from amazon.com etc etc etc
To find out about the history of vaudeville, consult No Applause, Just Throw Money: The Book That Made Vaudeville Famous, available at Amazon, Barnes and Noble, and wherever nutty books are sold.