Thank you so much David for your kind words and generosity
I believe the name of the episode was simply "Harpo Marx".
It was episode #125 aired in the fourth season, May 9, 1955.

There is a VHS set available called "The Best of I Love Lucy Volume 1" and that has the Harpo Marx episode on it. It is in NTSC format though, so you'd have to see if it would be compatible with your VCR.
You can find it at Amazon.com at
http://www.amazon.com/exec/obidos/tg/detail/-/B00005NFY1/qid=1107471634/sr=1-4/ref=sr_1_4/002-1046634-8387209?v=glance&s=dvd#product-details

I read that there is a DVD set of the fourth season in the works also.

Here's where I got that info:

http://www.lucyfan.com/stillweek133.html

Honk Honk!!

Cathy

THANKS CATHY!!! CASE SOLVED!!! We can't play american/canadian vhs over here...and it costs a FORTUNE to have a tape transposed...but my search will go on...I shall not "REST" (nor wash!!?)until I've seen this missing gem!....maybe somebody on ebay has it?(I've got some good/rare things from there in the past!)
I'm on the case!!!
Thanks again -
David

I love Harpo, and I love this site. If you are trying to get hold of any Marx Brothers material including loads of RARE TV appearances of Harpo and the brothers, including I Love Lucy, e-mail wboenig@aol.com. He has a huge collection, is very reliable and makes tapes for you, and you can pick what material you want on the tapes, they are custom made. He is a very reliable guy, and very good value.