Banjo and Fiddle à la Lucy

Lucille Ball obviously isn't playing in the above clip, but the way she holds the fiddle (nails aside) and the bow, shows that she might indeed have taken violin lessons at some point in her life.

And here she is playing the banjo (or looking like she's playing it).

Here's her comedy with a cello.

This clip has bits from the above episode, partially shot in color by an audience member at the "club." The color bits are edited into the video. And there is some more color footage from the "I Love Lucy" here too.