Herbert Manfred Marx, later known as Zeppo, was born on the Lower East Side of Manhattan, New York City. He was the youngest son of Samuel "Frenchie" Marx and Minnie Schoenberg Marx. His birth completed the core lineup of the Marx Brothers, a comedic dynasty that would later dominate vaudeville and Hollywood.

Zeppo, alongside his brothers, entered the world of vaudeville under the guidance of their mother, Minnie. While his initial roles were smaller, he gradually developed his on-stage persona, often acting as the straight man foil to his brothers' antics. These early years were crucial in shaping the Marx Brothers' unique comedic style and building a loyal following.