Winston Churchill comebacks...
Upon being told by Lady Astor, "If you were my husband, I'd put poison in your tea.":
Churchill: "If I were your husband, I’d drink it!"
Upon being told, "Must you fall asleep while I'm speaking?":
Churchill: "No, it’s purely voluntary."
To Liverpool socialist MP Bessie Braddock, who told him, "Winston, you're drunk.":
Churchill: "Bessie, you’re ugly. And tomorrow morning I’ll be sober, but you’ll still be ugly."