as the actress said to the bishop used humorously to call attention to a sexual double entendre, especially an unintended one.
☞ The cast of characters can be reversed without changing the meaning of the expression: as the bishop said to the actress. The allusion is presumably to the punchline of some now long-forgotten joke.
2005New Zealand Listener Some of Charles's antipodean witticisms- …'it all became too big for me, as the actress said to the bishop'- sounded several centuries old.