At one point in the film, agent Deveraux suggests a replacement for Fifi and in comes the "old" Groucho with greasepaint-moustache to sing Go West, Young Man (written by Bert Kalmar and Harry Ruby) amid a ranch setting populated by attractive cowgirls. This Groucho and Deveraux are clearly not meant to be one and the same, the one cheering on the other. In his The Marx Brothers Encyclopedia, Glenn Mitchell interprets this as the old Groucho rescuing the new in his time of need. The film Go West was originally developed in 1936 in parallel with A Day At The Races and the first outlines were written by Bert Kalmar, Harry Ruby and William Slavens McNutt. The song Go West, Young Man is probably a left-over from the original Go West.

The saying "Go West, young man" was popularized by American author Horace Greeley, who favored westward expansion and is mentioned in the lyrics of the song. In 1952, Groucho recorded Go West, Young Man and a couple of his other trademark songs with the Ken Lane Singers, and there are various differences between the lyrics in the movie and the later recording (thanks to Jon Charles and Stefan Timphus for this info).

Groucho Mr Horace Greeley was no fool
I'm sure that you agree with me that Greeley was no fool
Choir What he is getting at is that Mr Greeley was no fool
boy The wisdom of the man can be denied by none
for he's the one that said:

Groucho Before you go to Buffalo to Baltimore or Borneo
To Eastern Pennsylvania or Japan
Choir Go West! Young Man

Groucho If you go to that land, sonny
you will have a lot of money
If you bring the money with you when you come
Choir To the lone prairie, Yippi-yi, yippi-yi
Groucho Yippi-yi-yi-yi!
Choir Yippi-yi, yippi-yi, yippi-yi

Groucho Before you read a travel ad
And scamper off to Trinidad
too often in New York and Yucatan
Choir Go West! Young Man
Groucho In the East they live on doughnuts
In the West the natives grow nuts
And I guarantee you go nuts if you come
Choir To the lone prairie, Yippi-yay, yippi-yay
Groucho Yippi-yay-yay-yay!
Choir Yippi-yi, yippi-yi, yippi-yi

Groucho A cowboy's gal is a real true pal
She will stick to him right or wrong
Choir right or wrong
Groucho She don't say nothing
And she don't do nothing
And she don't know nothing
And she don't want nothing, but a horse
And a cowboy, for she just keeps rolling along

Choir Go West! Young Man
Go where the air puts hair on your chest, young man
Groucho You can ride a bucking bronco or a pony
You can cut a calf in half and make baloney
Choir Go West! Young Man
Go right up there and give 'em the very best you can
Groucho Don't go east, don't go south, don't go north, have a care
don't go up, don't go down, don't go here, don't go there
If it's true what they say about Dixie
Choir Go West! Young Man

Groucho Go out and till the soil there
Dig for gold and you'll find oil there
Choir As the crow flies, when the snow flies, go, there's no "no"!
Groucho If you are fond of hunting there's no place that can compare
You may not bag a lion or a tiger or a bear
But if you want a jack-ass there are plenty of them there
Choir Go West! Young Man

Groucho The judges there are very fair, they always are of course!
A cowboy and his Mrs went to court for a divorce
The cowboy got the children and the Mrs got the horse
All Go West! Young Man
Yi-hi!