When Captain Spaulding first arrives near the beginning at the movie, he takes his hat off twice.
Near the end, during their extended nonsense bit about the stolen Beaugard painting, both Chico and Groucho were rapid-fire ad-libbing so heavily that they became irritated with one another. In fact, by the time Groucho ad-libbed, "I'd buy you a parachute if I thought it wouldn't open," he was getting really pissed off at Chico's faster and funnier come-backs. Almost instantly, Chico shot back, "Hey, I already got a pair-uh-shoes!" (which was, again, funnier than Groucho's parachute line). At that point, Groucho snapped and sprang into some improvised physical comedy, falling backwards across the card table and elbowing Chico right in the face, perhaps on purpose. Genuinely shocked from the blow, Chico recoiled wide-eyed, looked toward director Victor Heerman off-camera, and angrily exclaimed, "He's crazy!" (referring to Groucho).