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I know it's a minority opinion, but I think Duck Soup has some awkward moments and feels a little too stage bound. Leo McCarey, who was the supervising producer for many years at Hal Roach and was instrumental in moving the studio's pacing from the frantic Mack Sennet style and more into the deliberate pacing of Laurel and Hardy, who became Roaches' biggest stars, seemed more comfortable directing Harpo (McCarey personally created the lemonade stand routine on the set and cast Laurel and Hardy nemesis Edgar Kennedy to do the same for Harpo) than he did Groucho. And Groucho's dialogue isn't as sharp as in Horse Feathers with famous humorist S.J Perelman supplying some of it.
I prefer Horse Feathers. Even Zeppo is funny in that one and I'd rather look at Thelma Todd than Margaret Dumont.