Said to Nancy Astor.
The duo also giving us the equally wonderful;
Astor; 'If you were my husband, I'd poison your Tea.'
Churchill; 'If you were my Wife, I'd drink it!'
Was it not Bessie Braddock? There seem to be various accounts of the exact words, but appears to be on the lines of:
"Winston, you are drunk, (and what's more you are disgustingly drunk)"
"Bessie, my dear, you are ugly, (and what's more you are disgustingly ugly). But tomorrow I shall be sober and you will still be (disgustingly ugly)"
There are loads of slightly different versions of this exchange, as there are with Nancy Astor's joust with Winnie.
"If I were your wife/you were my husband I'd poison your tea/coffee."
"If you were my wife/I were your husband I'd drink it"
Because of the variations in quotes and the fact that each quote had been attributed to each of the ladies in question, it's possible neither exchange actually took place. I really hope they did because they're really funny and their kind are sadly lacking in modern politics.