I had a calender that attributed this to him:
“I refuse to join any club that would have me as a member.”
Supposedly, when Nabakov’s “Lolita” was released, Groucho said he planned to wait six years to read it so that Lolita would be 18.
Sir Rhosis
I’m not sure about the ‘any club that will have me as a member’ quote, but on the same subject he said: “My son’s only half Jewish; can he go into the water half-way?” (A country club wouldn’t admit him as a member because he was Jewish.)
For the people who say you should credit the people who wrote the lines, I would point out that Groucho knew how to deliver the lines like nobody’s business. Yeah, I agree that you should credit the people who wrote the lines (I believe that most to the lines in the Marx Brother’s movies were written by others), but Groucho (and Chico and Harpo) could deliver the lines very well (OK, so Harpo didn’t have any lines, but he was a great silent comedian).
Come and lodge with my fleas in the hills!
I mean, flee with me to my lodge in the hills!
“Military intelligence is a contradiction in terms.”
I think THAT was George Carlin. As part of his “jumbo shrimp” routine.
sjc, not to be a pedantic little priss (I know, too late!), but the half-Jewish story goes thusly:
Once the Marxes hit it big on Broadway, they were the toast of society. Groucho moved out to Great Neck and was allowed to join an exclusive country club, even though he was Jewish. Even though they gave him a token membership, though, they requested that, since he was Jewish, he not swim in the pool.
Groucho then asked, “Since my daughter’s only half-Jewish, can she go in up to her knees?”
This used to be my sig line, since my daughter is also half-Jewish, and I always remind her whenever she’s going to go swimming that she can only go in up to her knees.
Oh, BTW, Groucho tendered his resignation shortly afterward.
And since our illustrious moderator picked on all the quotes not actually originating from Groucho, here’s another that fits his narrow and prissy parameters:
Some Hollywood tabloid rag ran on or two scandal stories about Groucho, prompting this letter:
“Gentlemen: If you continue to print slanderous material about me, I shall feel compelled to cancel my subscription.”
Surreal, absurd and very funny.
I’ve a good mind to join a club and beat him over the head with it.
From Groucho and Me, Groucho’s autobiography:
“This was a poverty-stricken revue, and we cheated all along the line. Boy, did we cut corners! We cut enough corners to build a whole new street.”
“There are people who do nothing all their lives but fight progress or change. I’m sure it was their ancestors who hooted at the first self-starter, and laughed loudly at the Wright brothers and their foolish attempts to get that contraption off the ground.”
“With that, I strode back to my room and started reading Kafka’s Life of Camus(or maybe it was the other way around… by this time it didn’t make much difference).”
“A bright girl bent on matrimony is usually cagey enough to hide her old lady until she has had time to gouge a Buick and an engagement ring out of her intended victim.”
I have had a perfectly wonderful evening, but this wasn’t it.
Not his best line, but one that always cracks me up is from a scene in The Big Store. A woman walks onto the screen modeling a dress, Groucho says to the camera, “This is a red dress, but Technicolor is soooo expensive.”
“Who are you going to believe, me or your own eyes?”
“This could be understood by a child of five. Go and fetch me one!”
“A man is only as old as the woman he feels.”
One left out:
Blonde: “I’ve never been so insulted in all my life.”
Groucho: “Ah, it’s early yet.”
As far as Perelmen, Kaufman, et. al. and their authorship of Groucho’s lines, remember what Kaufman said at a performance of “The Cocoanuts.” He was standing backstage when someone said something to him. He turned and said, “I’m sorry. I didn’t hear you. I though I had heard one of the original lines.”
The Cocoanuts:
(Chico and Harpo are checking in.)
CHICO: We wanna double up!
GROUCHO: Well, eat some green apples.
Animal Crackers:
(Chico and Groucho are discussing how to find Mr. Chandler’s stolen painting…)
CHICO: At’sa my solution.
GROUCHO. Yeah, and I wish you were in it. You oughta lie down for a couple of years.
Monkey Business:
(Groucho is caught in the Briggs’ stateroom by Alky Briggs, a murderous mobster.)
GROUCHO: I’m not in the habit of making threats, Sir, but there’ll be a letter about this in the Times tomorrow morning!
BRIGGS: Yea, but you won’t read it, because I’m gonna lay you out pretty!
GROUCHO: Oh, you’re gonna lay me out pretty, eh? That’s the thanks I get for freeing an innocent woman who, although she is hiding in the closet, has promised to become the mother of her children.
Horse Feathers:
(Groucho and Thelma Todd are in a boat on a lake. Groucho has his team’s football signals and Thelma tries to get them.)
THELMA (cutesy baby talk): If icky baby don’t learn all about the footbawl signlas, icky baby gonna cwy!
GROUCHO (even more so): If icky baby keep talking that way, big stwong man gonna kick all her teef down her fwoat!
Duck Soup:
(Groucho’s country is at war. A general brings him a message.)
GENERAL: Here’s a message from the front, Sir!
GROUCHO: Oh, I’m sick of messages from the front! Can’t we ever get a message from the side?
A Night at the Opera:
Groucho intervenes when arrogant tenor Lassparri, in a “Pagliacci” clown suit, has been beating Harpo. Lassparri pushes Harpo away…)
LASSPARRI: Now what do you have to say to me?
GROUCHO (Plucking a button off Lassparri’s suit): Just this–can you sleep on your stomach with such big buttons on your pajamas?
More to come. 
More to come, eh? So I take it that you don’t subscribe to the common critical estimation that the Boys didn’t make a decent movie after A DAY AT THE RACES?
Actually, one of the Marx lines I use more than any other in daily conversations comes from GO WEST, and was a CHICO line to boot…
GROUCHO: Don’t you love your brother? (meaning Harpo)
CHICO: Nah, but I’m used to him.
A Day at the Races:
Chico and Harpo are trying to warn Groucho about “Flo,” who is part of Morgan’s plot to get him fired. So Chico starts busting up Groucho and Flo’s tryst.
CHICO: Well, I got fire insurance.
GROUCHO: Well, you better get accident!
Room Service:
(Wagner, the hotel supervisor, gives Groucho 15 minutes to pay a bill of $1200 or he’ll be thrown out.)
WAGNER: And don’t try the old gag of staying in the room! I’ll force you out! I’ll send in painters–fumigators–!"
GROUCHO: You should’ve sent in fumigators weeks ago!
At the Circus
Groucho arrives at the mansion owned by circus-owner Jeff’s aunt Mrs. Tewksbury. He sends the butler Whitcomb off with:)
GROUCHO: Here’s a dime! Get yourself a clean shirt!
Go West:
(Groucho is trying to impress the villain, Red Baxter, with his own sharp eye after Baxter shoots corks off bottles at the bar without damaging the bottles.)
GROUCHO: See the man at the end of the bar?
BAXTER: Yes.
GROUCHO: See his nose?
BAXTER: Yes.
GROUCHO: See the fly on the end of his nose?
BAXTER: *(taking closer look)*Ohh, Yes!
GROUCHO: You’ve certainly got good eyesight!
The Big Store:
(Groucho is about to be hired as store detective by Mrs. Phelps, but the villain, Mr. Grover, is skeptical.)
GROVER: Have you had any experience in a department store?
GROUCHO: I was a shoplifter for three years!
A Night in Casablanca:
(Beatrice Reiner is wooing Groucho.)
BEATRICE: I’m Beatrice Reiner. I stop at the hotel.
GROUCHO: I’m Ronald Kornblow. I stop at nothing.
Love Happy:
(Near the end; Groucho and Madame Egilichi are on the roof among people seeking a stolen diamond necklace. They come face to face.)
GROUCHO: Remember me?
EGILICHI: Yes, I do! (Slaps Groucho)
GROUCHO: I mean before that.
One morning on safari I shot an elephant in my pajamas. How he got in my pajamas, I’ll never know.
Q May we join you?
A Why? Am I falling apart?
Q It’s just funny that you are dining alone at a table set for four.
A If you think that’s funny, my alarm is set for eight.
…No thank you. I don’t like to eat on an empty stomach.
GROUCHO: Do you accept tips?
STEWARD: Yes, sir.
GROUCHO: Do you have two fives?
STEWARD: Oh, yes, sir!
GROUCHO: Then you don’t need the nickel I was gonna give you.
Man, I wish, just once, I could pull off the kind of stunts, insults, and wisecracks Groucho did. Just once!!
From A Day At the Races:
HACKENBUSH: Here, boy, take these up to my room. And here’s a dime for you.
MARGARET DUMONT: Oh, no no no. This is Mr. Whitmore, our business manager.
HACKENBUSH: Oh, I’m terribly sorry. Here’s a quarter.
WHITMORE: Isn’t this a little large for a pill?
HACKENBUSH: Well, it was too small for a basketball, and I didn’t know what to do with it. Say, you’re awfully large for a pill yourself.
Hee hee hee! I love the Marx Brothers.
You remind me of the Prince of Wales. And believe me, when I say Wales, I mean Whales.