Groucho Marx recorded this song. (He also sang it in one of the Marx Brother's old movies from the 30's.

MCA recently released a cd called "Here's Groucho" MCAD-20847 with 10 of Groucho's best loved songs on it. That may have it on.

I know for sure that the double-album recorded live in 1974 entitled "An Evening with Groucho" had Groucho performing that song for his audience in Carnagie Hall.