Harpo Speaks! by Harpo Marx with Rowland Barber - That Harpo, yes. I sometimes pick up books solely on the grounds that any book that still in print after decades without an ounce of hype must have something to it, and this is one of those.
This, I believe, is the best bio I've ever read. It's not so much, not flashy, not scandalous. It's just the life of a truly happy, kind, and generous man, who, despite living through some of the hardest times history has had to offer, got along just fine, fell backwards into great things, and loved all of it as much as any decent person could. It's as funny as you would hope for from a Marx brother, but that doesn't even begin to cover the charm of this book; I went into it expecting a handful of Hollywood anecdotes, and finished knowing that there was once a person who had a heart as big as the world. Not that the stories alone aren't worth the price of admission - it's worthwhile to know the details of vaudeville backstage, horse-and-buggy drive-bys, and pre-Cold-War document smuggling. But the stories are gravy, the meat of the book is the person himself, and he had a fine life and told it well. Go find this book and read it, you'll be glad you did.