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Season 1, episode 3
Lady Violet: Oh, my dears. Is it really true? I can't believe it. Last night, he looked so well. 'Course, it would happen to a foreigner. It's typical.
Lady Mary: Don't be ridiculous!
Lady Violet: I'm not being ridiculous. No Englishman would dream of dying in someone else's house. Especially someone they didn't even know.