I had a quick look on the net to see what people cited as their favourite Marx Brothers’ films. Here are the results of the first 50 that I found:

Duck Soup x19
A Night At The Opera x12
Animal Crackers x10
Horse Feathers x5
Monkey Business x2
A Day At The Races x1
The Cocoanuts x1

My favourite Marx Brothers’ film is Animal Crackers. “Make a slam. Make a big, big slam!”
Big Rob sums up the genius of Animal Crackers:

It’s a testament to controlled, pointed absurdity, a textbook example of how to insert yourself into ordered elegance and drive it straight off the tracks. Like most of my favorite comedies, the humor is all over the place: highbrow, lowbrow, musical, verbal, slapstick, parodistic, absurd.