My mom had me watch some when I was a kid, and I think they were more of their biggest ones. I worked on a boxed set a while back and all those movies were good (the Paramount ones before they moved to MGM). Their brand of comedy was insane and hilarious. Even though clips do well, they play much better as an entire context of a movie.
It looks like Duck Soup (probably considered among their best but maybe not their funniest, with a bunch of funny scenes) is available for rent and The Cocoanuts (their first movie) is available to subs on The Criterion Channel.
The ones I did work for were the first 5 (The Cocoanuts, Animal Crackers, Monkey Business, Horse Feathers, and Duck Soup), and The Cocoanuts was from 1929, a very early talkie with lots of strange sound problems. Even with those problems, the basic way the sound was done is better sounding than a lot of modern movies once cleaned up.
Absolutely all of those movies will have at least one gag in them that will make you laugh and if you can find the box collection at the library it would be a good jumping off point. The movies are absolutely frenetic, especially The Cocoanuts and are also part musicals. Chico Marx was an insanely talented piano player who looked incredible playing it. I heard his technique bordered on bad but it looked and sounded really good in the movies to me (I’m a non-musician).
At the time The Cocoanuts was made, that was a stage play and they were filming the movie and doing the play at the same time. I think there were some production issues due to that, but it’s pretty hard to see on camera. I think it’s probably pretty hard to make it through life without some exposure to Groucho Marx, so you’re probably relatively familiar with what his comedy is like. Harpo never said a word and was an outstanding physical comedian. Chico is the musician with bad stereotypical Italian accent and is who usually comes in with corny joke set ups that make Groucho want to kill him. I believe Zeppo was in the first 4 movies and he was the straight man before he left the act. You can tell he has chops based on a letter dictation scene that I believe was in Monkey Business, but they gave him almost no moments of comedy which I think caused him to leave the group.
Again, the amount of energy those guys brought to the screen as screen presence was electrifying in those early movies in a way no one was doing at the time (I’m sure I saw some of the later ones when I was a kid, but don’t have any firm memories of them). Chaplin was more of a graceful guy, while these guys came in every scene like a ton of bricks upending the world around them in every scene. Maybe a decent analogy is they had the feeling of The Tasmanian Devil when he entered and left every scene in those cartoons.
Also, while it’s a bit off topic, if you’re into comedy at all, I highly recommend finding The Burns and Allen Show. Gracie Allen is spectacular and is probably one of the funniest people in human history.