Do Brits really say 'I say. . . ?'

Factual Questions
1

Or is this just another movie contrivance?

2

It is an affectation of the upper classes. The rest of us just say “bloody hell…” or simmilar.

3

I have heard upper middle-class people over the age of 55 say it on occasion and younger people might use it ironically, but the short answer is, not any more.