Whiz Comics #21 (published August 8, 1941) introduces us to the Lieutenant Marvels in the story, "Captain Marvel and the Vengeful Four." The story begins with Billy Batson meeting a special delegation that has come to see him - a delegation of three other boys all named Billy Batson! These other Batson boys come from the west, south, and east and to tell themselves apart, they give themselves nick-names. There's Tall Billy from the west, Fat Billy from the east (Brooklyn), and Hill Billy from the south, and together with the original Billy Batson they decide to organize a Billy Batson Club.
Billy says the magic word, "Shazam!" and transforms into Captain Marvel before the eyes of the other Billys. When Fat Billy wants to say the magic word, Cap cautions him, "Better be careful boys. Great powers should be carefully used."
A call comes in over the police radio about a robbery that just happened and Captain Marvel takes Tall, Fat and Hill Billy with him. Captain Marvel finds the speeding getaway car and stops it in its tracks! He leaves the thieves for the police to take care of and leaves the scene with the Batson boys. However, no one notices one of the bank robbers, Biggy Brix, getting away after having been thrown clear of the getaway car when Cap stopped it. Brix encounters Herr Geyer, one of Dr. Sivana's stooges and is soon a member of a plot to capture Billy Batson along with Geyer, Sivana and Captain Death! Sivana orders his three confederates in crime to find Billy Batson by checking in the local hotels, and once they find him, they are to bring him to Sivana.
Meanwhile, Captain Marvel has transformed back into Billy Batson and he and the other Billys agree not to say the magic word, "Shazam!" unless Billy gives them the signal - a wink. They all agree and split up for the night, agreeing to meet again the next day.
Herr Geyer, Captain Death and Biggy Brix each manage to capture Billy - but they have actually captured Tall, Fat and Hill Billy! Sivana is enraged and yells, "You blundering idiots! You've captured three different boys and none of them is Billy Batson!" When Sivana learns they are each named Billy Batson, and are friends of the real Billy, he comes up with a new plan! He sends Biggy Brix to deliver a ransom letter to Billy at station WHIZ. Billy gets the letter, transforms into Captain Marvel, and makes his way to where the other Billys are being held.
Billy manages to get the gag off his mouth and says the magic word, "Shazam!" But his voice is drowned out by the sound of the huge circular saw! Billy turns around and gives the signal to the other Billys and all four of them say "Shazam!" Amazingly the magic lightning strikes all four turning Billy into Captain Marvel and Tall, Fat and Hill Billy into the Lieutenant Marvels!
This vengeful four, a true squadron of justice, pursues Sivana to put an end to his mob. They quickly locate Sivana attempting to make a getaway in his private airplane. They crash through the plane's wings, sending Sivana and his mob crashing to earth. Captain Marvel and his Lieutenants transform back into the Billys and decide they will keep this adventure as a secret between them.
That is the amazing origin of the Lieutenant Marvels. The Lieutenants Marvels would later appear in other adventures with Captain Marvel in his various comics. I enjoyed this adventure and how three other Billys from different parts of the country can join forces with Captain Marvel and become members of the Marvel Family.