Most of my pleasures today are vicarious

In the winter of 1959, Billy Wilder was on location in New York City shooting the exteriors for his film The Apartment (1960). While staying near the United Nations Headquarters, he got the idea to make a Cold War satire involving the U.N. and the Marx Brothers. Groucho Marx liked the idea and Wilder then wrote a 40-page treatment with writing buddy I.A.L. Diamond and gave the film the title A Day At The United Nations. The Marx Brothers were to play robbers who, after stealing suitcases full of diamonds from Tiffany's, are mistaken for the UN's Latvian delegation (read in detail here). 

The making of A Day At The United Nations was officially announced in the press in November 1960 but unfortunately the film never saw the light of day. Harpo suffered a heart attack and Chico died shortly thereafter, ruling out the possibility of another Marx Brothers film ever being made. Wilder did make his Cold War comedy eventually, i.e. One, Two, Three (1961) starring James Cagney.

In Cameron Crowe's Conversations with Wilder (1999), Wilder talked about the Marx Brothers and their aborted project. (Interestingly, in this interview Wilder mentions Zeppo as one of the four Marx Brothers to appear in the film, while Zeppo had already left the act in 1933.)

We had an idea of doing a Marx Brothers picture set against the background of the United Nations. They were the four representatives of a republic. And that is always good, because the Marx Brothers were at their best against a very serious, pompous background. They were very good in A Night at the Opera because it’s very pompous, the opera. They were also quite good at the race track in Day at the Races. But other things they did, they were not so good because there was nothing good to poke at. I wanted to do a Marx Brothers picture, but then Chico died, and Harpo was very, very unstable. But Groucho was a genius, absolutely a fabulous, fabulous man. They were at Metro. The movie would have been a combination of at least six of their top stars of the early sixties. Zeppo was the leading man. Zeppo as lead was incredible, absolutely incredible. When you went to see A Night at the Opera, you were not disappointed. [Irving] Thalberg was very smart, you know, because he treated it like a serious picture. [via]

And now the letter! Groucho Marx wrote to Billy Wilder on 13 December 1960 —in his typical Groucho way— with the last paragraph of his letter briefly touching upon the subject of their proposed film. (The rest of the letter mostly speaks of Groucho and Wilder exchanging newspaper articles and letters from esteemed screenwriter Nunnally Johnson.)

Source: icollector.com