this is one of those stories with so many variations that one wonders about the veracity of any of it... but one version that got posted was ostensibly from someone who was there and claims that Bessie Braddock said this to Churchill. "Now of course Bessie would never have said such a thing under ordinary circumstances, because no matter what you think about the English, it is not true that they are so stupid or naive as to be surprised when a
person becomes drunk at a party, and particularly not when the person is a vulgar, sensual man like Winston Churchill. In fact he was drunk, and the last time he had been drunk at one of Bessie's parties he had behaved very badly." he goes on to say that Churchill and his friends made up the story of the response the next day. "It does little credit to Winston that this was what he wished he had said, because once you get past the idea that it was a clever thing to have said on the spur of the moment (which it would have been had he said it on the spur of the moment and not made it up the following day while hung over) you realize just how devoid of real wit or quality the remark is." other versions claim that the lady in question was Lady Astor (they aren't, by some weird English coincidence, the same person, are they? :)

oh well, I would have been delighted to have thought of it the next day....