Well.

I had heard this story about British Prime Minister Winston Churchill and his violation of one of the sillier rules of grammar in High School. I was a bit vague on the details, so off to the search engine I went.

The result was surprising. Most everyone was more vague on the details than my recollection from high school, and after throwing these out, I still had three different variations on the story!

The story, as relayed to me by my German teacher, was that in a question session after one of Churchill's public speeches, some smart-ass reporter pointed out that Winnie had used a preposition at the end of a sentence. "This is something up with which I shall not put!" replied Churchill.

The Web saith:

• When one of Churchill's secretaries started revising speeches to avoid using prepositions at the ends of sentences, he fired a testy memo back to the secretary: "This is English up with which I shall not put!"
• "ending a sentence with a preposition is a proposition, up with which I will not put".
• "The sort of arrant pedantry up with which I will not put".
• Churchill had just given an important speech before the assembled members of Parliament. One young back-bencher turned to an older member and said, "I am losing my respect for Sir Winston as a grammarian. Did you notice he ended two sentences with prepositions?"
  
  A few days later, the older gentleman told Sir Winston what their young colleague had said. Churchill thought for a moment about the subject of prepositions and then said," You tell our confused young friend that his criticism is the kind of nonsense up with which I shall not put."
  
  http://www.basic-learning.com/wbwt/tip22.htm
• http://www.paw.com/sail/scuttlebutt/526.html (a sailing website, of all places) states that "this is English, up with which I shall not put" appeared in one of Churchill's marked-up copies of a draft of something written by Anthony Eden.
• In the final irony, someone else claimed that "up with which I shall not put" was a phrase uttered by his own German teacher who had a habit of mentally translating German syntax into English. I suspect this was the teacher teasing him.

So, I guess he said it, I just can't get the real story.

I will not rule out the possibility that Churchill made his now famous retort to all of these people in their various forms -- Churchill was well known for re-using a turn of phrase he thought particularly clever over, and over, and over (e.g. "Iron Curtain"), and over.