Churchill's wit

Mr Churchill sat down next to Lady Astor at dinner one day. She turned to him and said, 'Mr Churchill, if I was married to you I should put poison in your coffee.' Mr Churchill turned to her and said, 'Madam, if I was married to you... I should drink the coffee.'

I came across this during my weekend reading. Most of us are well aware of Churchill. But who is this Lady Astor? Lady Astor is the first woman Member of Parliament elected in 1919 and served until 1945.