In the film story the song, together with “Hooray For Captain Spaulding”, create a mock grand operatic entry, complete with chorus, for the famed African explorer Captain Spaulding, played by Groucho.[1] The song expresses Spaulding's contempt for this elaborate welcome.[2]
The song is very closely associated with Groucho. A biography of Groucho was titled, Hello, I Must be Going![3] He also sang the song, with Erin Fleming, as the opening number of his Carnegie Hall concert in 1972.
Other performances
In Oliver Stone's TV mini-series Wild Palms (1993), the title of the fifth and final episode, directed by Phil Joanou, was "Hello, I Must Be Going". The Marx Brothers song itself was sung by the character Senator Anton Kreutzer (played by Robert Loggia).[2]