This film, part of the Marx Brothers season is on an extended run at BFI Southbank. Details here.
Chicago Reader review:
The Marx Brothers' best movie (1933) and, not coincidentally, the one with the strongest director—Leo McCarey, who had the flexibility to give the boys their head and the discipline to make some formal sense of it. Groucho is Rufus T. Firefly, brought in by Margaret Dumont to restore order to the crumbling country of Freedonia; his competition consists of two bumbling spies, Chico and Harpo, sent in by the failed Shakespearean actor (Louis Calhern) who runs the country next door. The antiwar satire is dark, trenchant, and typical of Paramount's liberal orientation at the time.
Here (and above) is an extract.