Can anyone tell me who coined the phrase..Is that a pickle in your pocket or are you just glad to see me... Was it May West or Marilyn Monroe?

Probably Mae West

Google..........

A famous Mae West quip was "Is that a pistol in your pocket or are you just glad to see me?"[65] She made this remark in February 1936, at the railway station in Los Angeles upon her return from Chicago, when a Los Angeles police officer was assigned to escort her home.[66] She delivered the line on film to George Hamilton in her last movie, Sextette (1978).

Thanks guys, now that you mention it, a pistol does sound correct.

Game on...

Who said 'You know how to whistle, don't you? You just put your lips together and blow.'?

Gad, I love that line.

When I'm good, I'm very good. But when I'm bad I'm better.
Mae West

The female Groucho Marx.

"Marriage is a great institution, but I'm not ready for an institution yet."

I love to do the things the censors won't pass....... and no its not peter!

Lauren Bacall was only 17 when she said that.