Lady Astor was the first woman elected to the Parliament replacing her husband upon his ascension to the House of Lords. . She was known as a fierce debater. There is a famous exchange between Winston Churchill and Lady Astor when they were both staying at Blenheim Castle. The two politicians had been at each other's throat all weekend when Lady Astor said, "Winston, if I were your wife I'd put poison in your coffee." Whereupon Winston said, "Nancy, if I were your husband I'd drink it."
Churchill was a guest at the White House in 1942 planning war strategy with Roosevelt. His bedroom was in the upper family quarters where, believe it or not, there were shared baths. Never known for his modesty, political or personal, he was late to bed and late to rise. At home, he often dictated to his secretaries while immersed in a bubble bath. Returning to his room, nude from a bath, he met Roosevelt in his wheelchair coming down the hallway. The president, embarrassed for Churchill, tried to apologize. Churchill, always quick on the uptake, replied "as you can see, the Prime Minister has nothing to hide from the President."
He was a wit indeed. Here's another, after he left office:
“The Americans will always do the right thing… after they’ve exhausted all the alternatives.”
Playwright George Bernard Shaw invited Churchill to the premiere of a new play, enclosing two tickets: “One for yourself and one for a friend — if you have one.” Churchill wrote back, saying he couldn’t make it, but could he have tickets for the second night — “if there is one.”