Zeppo was born in Manhattan, New York City, on February 25, 1901. His parents were Sam Marx (called "Frenchie" throughout his life), and his wife, Minnie Schönberg Marx. Minnie's brother was Al Shean, who later gained fame as half of the vaudeville team Gallagher and Shean. Marx's family was Jewish. His mother was from East Frisia in Germany and his father was a native of Alsace, France, and worked as a tailor.
As with all of the Marx Brothers, different theories exist as to where Zeppo got his stage name: His older brother Groucho said in his Carnegie Hall concert in 1972 that the name was derived from the Zeppelin airship. Zeppo's ex-wife Barbara Sinatra repeated this in her 2011 book, Lady Blue Eyes: My Life with Frank. His older brother Harpo offered a different account in his 1961 autobiography, Harpo Speaks!, claiming there was a popular trained chimpanzee named Mr. Zippo, and that "Herbie" was tagged with the name because he liked to do chin-ups and acrobatics like the chimp did in its act. The youngest brother objected to being likened to a chimpanzee and it was altered to "Zeppo." In a rare TV interview years later, Zeppo said that Zep is Italian-American slang for baby and as Zeppo was the youngest or baby Marx Brother, he was called Zeppo (BBC Archives).
Zeppo replaced brother Gummo in the Marx Brothers' stage act when the latter was drafted into the Army in 1918. At that time, Zeppo was employed as a mechanic for the Ford Motor Company. He had no desire for a show business career, but the team's mother, Minnie, insisted he replace Gummo because she wanted to maintain the act as a foursome. Zeppo remained with the team and appeared in their successes in vaudeville, Broadway, and the first five Marx Brothers films as the straight man and romantic lead until 1933. He also made a solo appearance in the Adolphe Menjou comedy A Kiss in the Dark (1925) as Herbert Marx. It was described in newspaper reviews as a minor role though his performance was praised by the New York Sun.

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