Serena said:
Well, actually, he did.
They showed the clip of him saying it at least three different times in Casablanca last night, and it was #5 on the list.
Oops, I was misremembering. It was "Play it again, Sam" that he never said. It was, "You played it for her, now play it for me" or something like.
One of the big mysteries is what the woman he kicks out of his club actually says. If you'll notice, there's a disconcerting non-synchronisation of mouth movements when she's bitching at him out on the street. Instead of reshooting the scene with the revised line, they just overdubbed it. I hadn't noticed it before, until my friend who is a Casablanca fanatic* pointed it out.
*Such a Casablanca fanatic, that he decided for his birthday party one year, he was going to have a Casablanca theme party. We were to come either as actual characters in the film, or someone who was likely to be there, as in the people in the club, for example. My friend, of course, was Rick. It was a lot of fun - everyone came in period dress. I couldn't find anything "period" that I could afford, so I took the sleeveless shift I had made for myself (as Bride of Frankenstein costume!), sewed in a pair of loose sleeves, made a little cap, and dubbed myself "one of the usual suspects". This worked well, as one of the other guests was a gendarme, and he kept "rounding me up". That party was such a hoot.