There was another one, possibly with the same woman..
Woman: If you were my husband, I would serve you poison.
Churchill: Madam, if you were my wife, I would take it.
Edit: already mentioned.
Remember going to Saturday morning pictures and finding it cancelled due to his funeral. Was gutted.
...and of course, on a separate issue, the allies should have nuked the Russians, for not doing what the British told them to do.