The story
Said by the character Capt. Louis Renault (Claude Rains) in the 1942 film Casablanca, immediately prior to receiving his cut of the gambling proceeds.
Etymology from Wiktionary, CC BY-SA 4.0.
I'm shocked, shocked, to find that gambling is going on in here
Today it means: Said in reference to the hypocrisy of officials who are supposed to police illicit activities but engage in those activities themselves. Full definition →