I was misinformed.

From William Goldman's Which Lie Did I Tell? :

In Casablanca, by the Epsteins and Howard Koch.
Probably you remember the moment. Bogart is talking to Claude Rains in front of his club.

RAINS
And what in heaven's name brought you to Casablanca?

BOGART
My health. I came to Casablanca for the waters.

RAINS
Waters? What waters? We're in the desert.

BOGART
I was misinformed.

...First of all, it is wonderfully elegant dialogue. Witty, plus it makes you laugh out loud. I wish to God I'd written lines as glorious as 'I was misinformed.'

But what does it tell us?

What it tells us is this: Don't ask. What it tells us is: Bad things happened, it's dark down there, and I will die before I tell you.