...that the expression is said to derive from a conversation between King Charles II and Samuel Pepys in 1664 when stories were being told of strange things seen abroad, stories which the Court could not credit. The truth of one of these was vouched for by an officer of the Maritime Regiment of Foot and in reply King Charles said that in future before casting doubt on the truth of a story he would first tell it to the Marines. It is now often used as a repartee to an improbable story.