I heard a very sad story about a girl who went to Bryn Mawr. She squealed on her roommate, and they found her strangled with her own brassiere.

10 seconds sound clip from the Some Like It Hot movie soundboard.

You can hear this line at 01:03:29 in the DVD version of the movie.

Quote context

[...]

- No!

- What is it, young lady? What are you staring at? This happens to me all the time in public.

- I recognized him too. His picture was in Vanity Fair.

- Would you mind moving along, please?

- Yes, you're in his way. He's waiting for a signal from his yacht.

- His yacht?

- It sleeps 12.

- This is my friend, Daphne. She's a Vassar girl.

- I'm a what?

- Or was it Bryn Mawr?

- I heard a very sad story about a girl who went to Bryn Mawr. She squealed on her roommate, and they found her strangled with her own brassiere.

- Yes. We have to be very careful whom we pick for a roommate, hmm?

- Well, I think I better be going.

- It was delightful meeting you both.

- You will come and hear us play?

- If it's at all possible.

- Oh, do come. Don't disappoint us. It'll be such fun. And bring your yacht!

[...]