'It's not my first time in a closet'
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www1125 — 13 years ago(June 22, 2012 08:15 PM)
I think it's an inside joke for him as in his younger days, he actually did hide in a closet from a jealous husband(Groucho hadn't known the woman was married until the husband came home). To read the full story, and so many others, read his autobiography, GROUCHO AND ME.
"Outside of a dog, a book is man's best friend. Inside of a dog, it's too dark to read."
Groucho