The phrase is "Tell it to the Marines". It is a scornful response to a tall and unbelieved story. The US Marine Corps are probably the best-known marines these days and this American-sounding phrase is often thought to refer to them. This isn't an American phrase though and, although it has been known there since the 1830s, it originated in the UK and the marines in question were the Royal Marines.
The first marines were The Duke of York and Albany's Maritime Regiment of Foot, formed in 1664, in the reign of Charles II. They were soldiers who had been enlisted and trained to serve on board ships. The recruits were considered green and not on a par with hardened sailors, hence the implication that marines were naive enough to believe ridiculous tales, but that sailors weren't. Such a tall tale is often quoted as the source of this phrase. It is said King Charles II made a remark to Samuel Pepys in which he mocked the marines' credulity in their belief in flying fishes. That's a nice story, but it has been shown to be a hoax that was perpetrated in the 1900s by the novelist W. P. Drury - a retired Lieutenant Colonel of the Royal Marines.
Most of the early citations give a fuller version of the phrase - "You may tell that to the marines, but the sailors will not believe it". This earliest reference I can find to it that uses the short version that is used today comes from the transcription of a journal that was written by John Marshall Deane, a private in the Foot Guards. His journal was written in 1708 and was transcribed and printed in 1846, under the title of A Journal of the Campaign in Flanders. The preface, which was the work of the transcriber rather than Deane and so must be dated as 1846 rather than 1708, includes this:
The longer version of the phrase is found earlier, in John Davis's The Post-Captain, or, The wooden walls well manned comprehending a view of naval society and manners, 1804:
[The commanding officer] if a soldier complained to him of hardships which he could not comprehend, would be very likely to recommend him to "tell it to the marines"!
"He may tell that to the marines, but the sailors will not believe him."