I have received dozens of emails from people allegedly quoting Winston Churchill along the lines (no pun intended !) of this:

Late in his life, Sir Winston took a cruise on an Italian ship. A journalist from a New York newspaper approached the former prime minister to ask him why he chose to travel on an Italian line when the Queen Elizabeth under the British flag was available. Churchill gave the question his consideration and then gravely replied. ‘There are three things I like about Italian ships. First, their cuisine, which is unsurpassed. Second, their service, which is quite superb. And then – in time of emergency – there is none of this nonsense about women and children first.’

The fact is that Winston Churchill never made the comment at all.  It seems that it was actually a joke from 1917 that was later sort of adopted by Noel Coward.  The Quote Investigator (http://quoteinvestigator.com/2012/01/21/nonsense-first/) has a wonderful analysis that debunks the myth.