Groucho Marx loved to roast Dick Cavett on Cavett's own show. "Groucho & Cavett" premieres Tuesday, December 27 at 8/7c on PBS. [VID: Interview with Dick Cavett and a clip from "The Dick Cavett Show." Transcript: ABC had a funny schedule then of putting me on, I think it was Monday, Thursday, and Friday or some crazy schedule like that, and other things were on the other two days. In fact, when Groucho came on, he said, "You know, you need a secretary to know when this show is on." How you been?