Back to the question at hand:
From this site about slang - not for the faint hearted:
A jocular [not in my view] catch phrase that draws attention to an otherwise innocent statement by imbuing sexual innuendo. Other variations include "as the mistress said to the gardener".
"Actress" used to be used as a euphemism for prostitute. You can make almost any statement sound slightly seedy by adding the phrase to it, and I have heard some of the less funny British comedians use it to get a cheap laugh. It sounds like it ought to be a punchline for a joke, but I don’t know if it ever was. Apparently Simon Templar used it in the 1970s(?) British TV series "The Saint", but I don’t know if it has a longer history.
Jonah.