I found this in a forum. I’ve seen nothing to confirm it though.
“Jack made it no secret that he was a Republican (especially during the later years of his life), but he broke down and wept when Democrat FDR died.”
Here’s an oldie but a goodie...
Groucho Marx & a young William F Buckley
Compare to
http://www.tv.com/people/jack-benny/
“Benny served as the emcee for President Truman’s Inaugural Ball in 1949.”
“Politically, Benny was a lifelong Democrat.”