...and she could apparently hold her own with Sir Winston, too! This comes from Wikipedia (which is famous for its inaccuracy)...
She was known for exchanges with Winston Churchill, though most of these are not well documented. Churchill told Lady Astor that having a woman in Parliament was like having one intrude on him in the bathroom, to which she retorted, "You're not handsome enough to have such fears."
Lady Astor is also said to have responded to a question from Churchill about what disguise he should wear to a masquerade ball by saying, "Why don't you come sober, Prime Minister?"