Lazenby was called in when Connery quit the first time, to do "On Her Majesty's Secret Service". One early scene has him coming across a woman being attacked on a beach. He proceeds to help, gets the tar beaten out of him, and when he recovers, looks straight at the camera, and dead-pans 'This never would have happened to the other guy!'
I kid you not!

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I wouldn't say that I'm always horny... it may be true, mind you, I just wouldn't say it!