Go fool someone else because I won't believe that. For example, He's a millionaire? Tell it to the Marines! This term originated among British sailors, who regarded marines as naive and gullible. [c. 1800]
The American Heritage® Idioms Dictionary Copyright © 2002, 2001, 1995 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company.