UPDATE: Harpo on I Love Lucy (h/t Alberto Bernabe)
Chico in Go West:
Chico and Harpo in The Big Store:
Harpo in Love Happy:
Harpo on clarinet, with Milton Berle:
Harpo, at the piano in A Day at the Races:
Groucho (and briefly Zeppo) singing in Horse Feathers:
All four brothers singing in Horse Feathers (well, three singing and one whistling; and yes, I know there was a fifth brother, but Gummo was never in any of the movies):
Chico in A Night in Casablanca:
Careful my friend. The BIG Guy who can't take a joke might have you detained.