The Dick Cavett ShowSeptember 5, 1969\"Lydia the Tattooed Lady\", which became one of Groucho Marx\'s signature tunes, was written by Harold Arlen and Yip Harburg, and first appeared in the movie At the Circus (1939).\n\nWatch my Groucho on \"what\'s my line?\" clip\nhttp://www.youtube.com/watch?v=c5MjzGyKmiw brothers, Lady, Lydia, Marx, Tattooed, the