Shaw did indeed write the phrase – it appears in the 1938 movie version starring Wendy Hiller and Leslie Howard, though not in his original stage play. Shaw won an Oscar for writing the screenplay for this filmed version. The film version was published by Penguin Books in 1941 and reprinted in from 1946 to 1965. Shaw also came up with the phrase “In Hampshire, Hereford and Hartford hurricanes hardly ever happen” although it is slightly changed to “In Hartford, Hereford and Hampshire…” in the musical version, My Fair Lady. Grand old man!