I am not surprised that Alfred Hitchcock tells dirty jokes but I am shocked how old "that's what she said" jokes really are. During a sound test for the movie Blackmail (1929, England's first "Talkie") Hitchcock gets cheeky with actress Anny Ondra. Anny Ondra, besides being a cutie, was married to German Heavyweight boxing champion Max Schmeling. I would not have been ballsy or caddy enough to make a that's-what-she-said joke to Max Scheling's wife, unless I was Joe Louis (If I was Joe Louis I would say "That's what she said" to everybody. What are they going to do? I'm Joe Louis dammit). But Hitchcock didn't care, even back in 1929 he knew he was Hitchcock.
"...as the girl said to the solider." That is comedic gold! I'm stealing that line. I also love how Hitchcock is talking like a kid being recorded for the first time. Ahhh the talkies, good times, good times.