Confidence man S. Quentin Quale is heading west to seek his fortune, but is short ten dollars for a train ticket. In the railroad station, he encounters brothers Joseph and Rusty Panello and attempts to swindle their money, but the two are also con men and manage to swindle Quale's money, instead. The Panellos are friends with an old prospector named Dan Wilson whose near-worthless property, Dead Man's Gulch, has no gold. The Panellos loan Wilson their last ten dollars for a grubstake and he insists on giving them the deed to the Gulch as collateral. Unbeknownst to Wilson, Terry Turner, the son of his longtime rival and beau to his granddaughter Eve, has travelled to New York in order to persuade the Railroad to purchase Dead Man's Gulch from Dan Wilson. Terry convinces the railway officials that the gulch is the only practical route through the mountains to the west. The railroad agrees to buy the property thus making the deed holder rich. After Quale attempts to swindle the Panellos out of the deed, crooked railroad executive John Beecher and shady saloon owner "Red" Baxter manage to steal the deed from Quale; Quale and the Panello brothers help Terry and Eve retrieve the deed and deliver it to the railroad officials in New York.
As with A Night at the Opera and A Day at the Races, the Marxes played key comedy scenes from Go West live onstage on a pre-filming tour; this tour was much shorter than that for the first two films, lasting three weeks.
Groucho was aged 49 during the filming of Go West, and his hairline had begun receding. As such, he took to wearing a toupee again throughout the film, as he did in the previous film, At the Circus.
Thomas M. Pryor of The New York Times called the film "an unevenly paced show" with "only one really funny sequence," referring to the climax.[2]Variety wrote, "The three Marx Bros. ride a merry trail of laughs and broad burlesque in a speedy adventure through the sagebrush country," adding that the film had "many fresh situations for the Marxian antics."[3]Harrison's Reports wrote that it was "much better than their last two pictures" and that the final twenty minutes "should thrill as well as amuse spectators."[4]Film Daily called it "wildly funny in places, amusing for the most part and dead in one or two spots that a little editing could improve."[5]John Mosher of The New Yorker wrote, "Possibly not the most strenuous Marxian product that we have seen, the picture nevertheless is very satisfactory and quite lunatic enough."[6]