Enigma wrapped in a riddle wrapped in creamy chocolate

It almost seems that everywhere I turn, someone is using the phrase “A riddle wrapped in a puzzle surrounded by an enigma” or some such phrase. I know it was used in Oliver Stone’s “JFK” but I’ve also heard it elsewhere.

Who originally said it, what was the actual phrase and what was he referring to?

“Russia is a riddle wrapped in an enigma inside a mystery.” --Winston Churchill.

Normally attributed to Winston Churchill, re the Soviet Union.

http://www.wordpower.ws/quotations-churchill.html

Ooh! Ooo! I know! It was Wins-

Crap!

The Simpsons riffed on this in episode 4F01, in which Lisa thought to herself about Nelson Muntz, “He’s like a riddle wrapped in an enigma wrapped in a vest. He sure is ugly, though.”