To lie about your knowledge of an event. To pretend you don't remember. To try to shift away blame from yourself by faking a memory lapse.
Origin: After Attorney General Alberto Gonzales was asked if he was responsible for firing eight federal prosecutors he responded "I don't recall" more than fifty times during his testimony, obviously forgetting if he had been the one to fire the prosecutors or not.
Cop: "Did you cause the accident Sir?"
Guy: "I...I don't remember how it was caused officer"
Cop: "Are you telling the truth or are you pulling a Gonzo?"
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As soon as I saw how big that crack rock was, I had to pull a Gonzo