We're going to the duchess club.

2 seconds sound clip from the All Through the Night (1942) movie soundboard.

You can hear this line at 00:17:04.721 in the Blu-ray version of the movie.

Quote context

[...]

- Your old lady. Your mother. She's down here crabbing my whole setup with some beef about some guy named Miller, some bakery, some murder rap.

- Now, look, if you don't come down and get her out of here, I ain't gonna be responsible, see?

- OK, OK. Don't have a nervous breakdown. I'll be right over.

- Here, get me out of this.

- Yes, sir.

- What's up, I'm afraid?

- We're going to the duchess club.

- This is no time for a rumba lesson.

- It isn't a rumba, it's my mother.

- Your mother?

- What's she doing there?

- Maybe if we're lucky, she's dug up another dead body.

- Hiya, coach. I did it, I did it. Annabelle and me just got married. I'm the happiest man in the world.

- Congratulations. Come on.

[...]