You've heard the joke plenty of times. Person A says something totally innocuous, but person B gives it an entirely different slant by responding with, "That's what SHE said!" The joke is most likely too old for the actual origin to ever be found, but we may now have the earliest recording of it, or a reasonable facsimile that means the same thing. It was a young Alfred Hitchcock, helping actress Joan Barry Anny Ondra through a screen test with sound in 1929. "Talkies" were brand new, and the switch from silent films was not simple.
As production for Hitchcock’s early thriller Blackmail began, his studio, British International Pictures, decided to convert it. While all of Hitchcock’s classic film techniques made the transition easily, Czech actress Anny Ondra’s accent didn’t.
Enter Barry. A veteran of silent films in the Twenties, Berry had a bubbly, merry voice that made her attractive to Hitchcock as a vocal stand-in for Ondra. In an early sound test, which the British Film Institute (BFI) shared on YouTube four years ago, Barry confesses herself to be “terribly frightened,” while “Hitch” puts her at ease with a series of racy jokes.
And part of it was Hitchcock saying the line, “Stand in your place, otherwise it will not come out right—as the girl said to the soldier.” You can guarantee it wasn't the first time Hitchcock used that joke. It wouldn't have made it into any script of the era, but as a document on film, it's a classic. -via The Daily Dot
http://en.wikipedia.org/wiki/Said_the_actress_to_the_bishop
All of this is pretty well known. You can find it on, you know, the Internet.