I see the phrase “Riddle wrapped in an enigma wrapped in a puzzle” often and have always wondered what it’s from. I first heard it in an episode of Newsradio when Jimmy James said something like this but finished the phrase by saying he was covered in “Secret sauce.”
Winston Churchill first used it in a 1939 radio broadcast to describe Russia.
“I cannot forecast to you the action of Russia. It is a riddle wrapped in a mystery inside an enigma: but perhaps there is a key. That key is Russian national interests.”