"New" may not be the right word. An updated and expanded version of
Groucho Marx and Other Short Stories and Tall Tales: Selected Writings of Groucho Marx was recently released. According to Leonard Maltin, the book was originally published in 1993 and includes 19 new essays and letters. Maltin argues "they confirm, beyond dispute, Groucho’s considerable talent as an essayist."
The paperback is available on Amazon and is currently as low as $12 via Amazon third parties.
Maltin blogs about the newer version here:
http://blogs.indiewire.com/leonardmaltin/groucho-marx-and-other-short-stories-and-tall-tales-selected-writings-of-groucho-marx