Marx spent four years in the United States Coast Guard during World War II serving in the South Pacific. He was assigned to the Coast Guard crewed Army Marine Ship Repair Ship "Duluth" which embarked an Army Marine Ship Repair Company for the repair work. Marx, a Yeoman, was aboard when the ship departed San Francisco on August 21, 1944 for Finschhafen, arriving September 24, and then arriving at Hollandia in New Guinea in early October to await departure for the invasion of the Philippines. After a very slow convoy the ship arrived October 23, three days after the landing at Leyte. Marx was hospitalized at Tacloban for malaria and when discharged was assigned to form and be master of ceremonies of an amateur show providing entertainment for those in rear areas passed by U.S.O. shows. Marx's experience aboard was recalled in his book "Son of Groucho".