Another entry that I'll be adding to over time. Let's see. I'll start with two of the most famous, both from British politicians.
Disraeli, when Gladstone had intoned, "I predict, sir, that you will die either by hanging or of some vile disease."
"That all depends, sir, upon whether I embrace your principles or your mistress."
Churchill, not at his most chivalrous, when a woman (possibly the formidable Labour politician Bessie Braddock) had accused him of being drunk:
“Madam, you are ugly. In the morning, I shall be sober.”
Another of Churchill's quips, this time to a famous beauty, Nancy Astor, who had told him, "If I were your wife, I'd poison your coffee."
"If I were your husband, madam, I would drink it."
In reply to a reporter who asked what he thought of Western Civilization, Gandhi (whom Churchill had once described as a "seditious Middle Temple lawyer of the type well-known in the East, now posing as a fakir, striding half naked up the steps of the Viceregal palace") retorted, "I think it would be a good idea!"
Asked by an interviewer how many husbands she had had, the famously promiscuous and sharp-witted Peggy Guggenheim replied, "Do you mean mine, or other people's?"
On one of the many occasions when I was urging my daughter to keep a journal so that she could eventually write up her hugely entertaining but often frustrating experiences as a sound engineer in the rock music industry, she commented that at the beginning of any memoir she'd have to post a disclaimer: The names have been changed to protect the useless.