The phrase "a riddle wrapped in a mystery inside an enigma" comes from Winston Churchill's radio address broadcast by the BBC on Oct. 1, 1939, in which he discussed his inability to predict what Russia would do during World War II. The phrase has been co-opted by popular culture and used in contexts ranging from movie scripts to scientific papers.
The phrase has come to refer to anything that is complex or difficult to understand. Oliver Stone used the exact phrase in his 1991 film "JFK" referring to the Kennedy assassination, and the CBS television show "Elementary" had the character Sherlock Holmes use the phrase when describing Moriarty. Film critic Roger Ebert used the quote as the title of his review of the movie "Cloud Atlas." The phrase was even used by Indian gastroenterologist B.S. Ramakrishna to describe the disease tropical sprue.
In popular culture, the phrase has come to be used as the set-up to many jokes, sometimes with the order of the words "riddle," "mystery" and "enigma" changed. Typically, the third element of the phrase is changed to create a punch line, as on the TV show "Seinfeld," when Jerry and Elaine described Newman as a "mystery wrapped in a riddle... wrapped in a Twinkie." The phrase has been twisted for comic effect in "Star Trek," "Nip/Tuck," MAD Magazine and the "Mario Kart" video game.