There is a comment in a IMBD review of how Harpo's harp solo in The Cocoanuts comes out of nowhere and just seem thrown in for the sake of having a harp solo, as opposed to other movies where it's integrated with the plot.

Well, poop on that. To me, the harp solos were always justified regardless whether they were just Harpo sitting playing a harp or doing so to serenade Thelma Todd or entertain at a party. Aside from the beauty of the solos, they remind us beneath all the insane and often sarcastic comedy, there really was a heart. These films, and particularly Harpo's parts in them, somehow connect to our humanity, even if it was to point out the lack of it in most people.

If there was a lack among the pickpockets, haughty dowagers, scheming ambassadors, thieves and incognito Nazis, Harpo's solos were always an island or an oasis for us to savor for a moment before returning to the Marx's world of caustic satire and knockabout comedy.