Groucho stories are like peanuts. It's impossible to stop with just one.
In the 1930s, before air travel, in the Los Angeles train station, he ran into Oscar Levant, the melancholic pianist turned movie actor, just arriving after the three-day trip from New York, worn out, wrinkled and near-suicidal.
"Oscar," Groucho told him, "you look awful. Why don't you come out to my house for drinks, dinner and a dip in the pool?"
"That sounds wonderful," Levant said as Groucho glided away. "Where do you live?"
Over his shoulder as he disappeared, Groucho answered, "Wouldn't you like to know?"