In which film did Michael Caine say the immortal line "and not a lot of people know that"?

Educating Rita.

Peter Sellers started the whole thing off when he appeared on BBC TV's Parkinson show on 28 October 1972. - Sellers said 'Not many people know that'. This is my Michael Caine impression. You see, Mike's always quoting from the Guinness Book of Records. At the drop of a hat he'll trot one out. 'Did you know that it takes a man in a tweed suit five and a half seconds to fall from the top of Big Ben to the ground? Now there's not many people know that!' '. It was not until 1981-82 that the remark really caught on. Caine was given the line to say as an in-joke in the film Educating Rita (1983) and he put his name to a book of trivial facts for charity with the slight variant 'Not A Lot Of People Know That!' in 1984.

Cassell Companion to Quotations

It's a bit like Humphrey Bogart's famous line 'Play it again, Sam', in that it is a universally-known quote which he never actually said! So the story goes, the comedian Peter Sellers once did an impersonation of Michael Caine on Michael Parkinson's chat show, in which he used the now legendary phrase which has wrongly been attributed to Sir Michael ever since.

He didn't say it at all - in a film or anywhere else. This was a myth which began with Peter Sellers doing an impression of Caine on the Michael Parkinson Show. http://metro.co.uk/2011/03/23/michael-caine-i-never-said-not-a-lot-of-people-know-that-646227/