Alexander Woollcott (1887-1943) was the drama critic of the New York (NY) Times and a member of the Algonquin Round Table. His most remembered line was written for the December 1933 Reader’s Digest, in “The Knock at the Stage Door”: “All the things I really like to do are either immoral, illegal, or fattening.” (Some versions of the quotation switch the words and have “illegal, immoral or fattening.")


Wikipedia: Alexander Woollcott
Alexander Humphreys Woollcott (January 19, 1887 – January 23, 1943) was an American critic and commentator for The New Yorker magazine, and a member of the Algonquin Round Table.

He was the inspiration for Sheridan Whiteside, the main character in the play The Man Who Came to Dinner by George S. Kaufman and Moss Hart, and for the far less likable character Waldo Lydecker in the classic film Laura. He claimed to be the inspiration for Rex Stout’s brilliant detective Nero Wolfe, but Stout, although he was friendly to Woollcott, said there was nothing to this idea.

Woollcott’s review of the Marx Brothers’ Broadway debut, I’ll Say She Is, helped highlight the renaissance of the group’s career and started a life-long friendship with Harpo Marx. Harpo’s two adopted sons, William (Bill) Woollcott Marx and Alexander Marx, are named after Woollcott.
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Quotes
“All the things I really like to do are either immoral, illegal, or fattening.”

Google Books
Cassell’s Dictionary of Catchphrases: 1200 Catchphrases and Their Origins
By Nigel Rees
Edition: 2
Published by Sterling Publishing Company, Inc.
2005
Pg. 131:
Illegal, immoral or fattening (anything you like is either) originated in a view set forth by Alexander Woollcott in The Knock at the Stage Door (1933): “All the things I really like to do are either illegal, immoral, or fattening”. Compare the song, “It’s Illegal, It’s Immoral Or It Makes You Fat” by Griffin, Hecht and Bruce, popularized in the UK by the Beverly Sisters (1950s).

Google Books
Brewer’s Famous Quotations: 5000 Quotations and the Stories Behind Them
By Nigel Rees
Published by Sterling Publishing Company, Inc.
2006
Pg. 506:
Alexander WOOCOTT American writer and critic (1887-1943)
All the things I really like to do are either illegal, immoral, or fattening.
The Knock at the Stage Door (1933). W. C. Fields uttered the line, “According to you, everything I like to do it either illegal, immoral or fattening” in the film Six of a Kind (US 1934). Hence, presumably the song, “It’s Illegal, It’s Immoral Or It Makes You Fat” by Griffin, Hicks and Bruce, and popularized in the UK by the Beverly Sisters (1950s).

The Yale Book of Quotations
Edited by Fred R. Shapiro
New Haven, CT: Yale University Press
2006
Pg. 838:
Alexander Woollcott
“All the things I really like to do are either immoral, illegal, or fattening.”
Quoted in Reader’s Digest, Dec. 1933.

1 March 1934, Albert Lea (MN) Evening Tribune, “News From Washington, D. C.” by Carl Eastwood, pg. 10, col. 5:
We all have to admit that women get the worst of the deal, as one said today that most women now find that what they do is either illegal, immoral or too fattening.

26 December 1934, Fayetteville (AR) Daily Democrat, pg. 2, col. 2:
Mr. Woolcott is remembered by us who are rather rotund for a joke he originated some months ago when he said: “Everything I want to do is either illegal, immoral or fattening.”

5 November 1937, Oelwein (Iowa) Daily Register, pg. 7, col. 8:
From middle age on everything is either “illegal, immoral or fattening.” (Alexander Woollcott in one of his duller moments.)