Most pros are pretty honest and open about it when you ask them:
We now know what Chico Marx as a bodybuilder would be like.
Ten seconds after that clip ends Harpo makes his entrance, "Honk, honk, honkhonk!"(He has a huge fanny pack with the word 'Steroids' in letters 6 inches high. He trips and a hundred 10ml bottles come clattering out)
Groucho is at the front desk chatting up Margaret Dumont, trying to talk her into investing money in the gym.