Meanings
Supposedly derived from the 1912 journal of Alice Marion Mills, Lady Hillingdon, now lost. Later apocryphally connected to Lucy Baldwin, wife of Prime Minister Baldwin, and Queen Victoria or described as advice given to Victorian era brides-to-be. First popularized by the 1955 translation of Pierre Daninos's 1954 Les Carnets du Major Thompson, a French satire on upper class British culture.
How to pronounce "close one's eyes and think of England":
AU
To accept one's duty patriotically, particularly to endure unwanted affection or sex due to social pressures.