Missing,Deleted Scene?!

When I was ten years old(1982)I was first introduced to the Marx Brothers by watching Go West on Greek tv for the first time ever.I'm not sure but I think the ending was slight different from the one in my present DVD Collection.I remember an Indian Chief sitting on top of the train engine,mounting it like a horse.Is that another film or just a figment of my imagination?Please,if anybody knows something,anything,I would really appreciate an answer,thanks!

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