Well, they were in a publicity photograph with Ted Healy at some point.
That could mean something or it could mean nothing. The publicity department took pictures any time two people with recognizable names were on the same lot. They could be total strangers up to that point and never meet again. Or they could be the oldest of friends. We can’t say anything more based on that kind of evidence.
And don’t forget Larry Fine at Woodstock.
I read on the internet that Harpo and Curly were really tight. Curly was a frequent guest at Harpo’s famous weekend brunches in Hollywood, trading quips with the likes of Tallulah Bankhead and Oscar Levant. And of course, it was a tradition for Curly go to the head of the table and carve the gefilte fish.
Nitpick. That makes it sound as he merely sliced it. He sculpted it like topiary. His big party trick was to fashion a miniature Eiffel Tower.