This originated with Groucho Marx in his 1930 movie "Animal Crackers." Playing the character Captain Spalding, he is an African explorer who hates high society, so when introduced at an event, he immediately wants to leave and sings these words in his opening song.
Hello! I must be going!
I cannot stay
I came to say
I must be going
I'm glad I came
But just the same
I must be going, la-la!
An 80's album made by the British pop star Phil Collins
Person A: Hello! I Must Be Going!
Person B: Phil Collins?
Person A: Phil Collins...