That story is traditionally said to be Winston Churchill speaking with Lady Astor -- the amounts vary between 100,000 and 1,000,000 and the currency is usually given in sterling.
I have heard it attributed to Mark Twain as well.
www.metafilter.com/62686/Ten-Evolutionarily-Obvious-Truths-About-Human-Nature
Mark Twain was at a society party, mingling with the women in their pearls. Hes busy talking to a fabulously wealthy matron whos complaining about the loss of old-fashioned morality in this country. Twain interrupts her to ask, My dear madam, your complaints are well grounded, but I wonder if you would sleep with me for one million dollars.
The woman replied without pause, For one million dollars, who wouldnt?
Twain continued, Unfortunately, I dont have one million dollars, but would you sleep with me for twenty?
The woman became offended and replied indignantly, Certainly not! What do you think I am, a whore?
To which Mr. Twain replied, I thought we already established that. Now were just haggling over price.
LOL. There are several Churchill/Lady Astor stories floating around. Here are my favorites:
Lady Astor: Mr. Churchill, if you were my husband I'd put poison in your coffee.
Churchill: Madam, if you were my wife I would drink it.
Lady Astor to Churchill at a party: Mr. Churchill, you are drunk!
Churchill: Yes, madam, I am drunk. And you are ugly. But in the morning I will be undeniably sober.