From the film The Maggie. The quote is excerpted from here.

Background: Earlier part of the 20th century, the west coast of Scotland. Marshall, an American, is in a small chartered aircraft chasing a Clyde puffer captained by Mactaggart, with whom he has business. He and the pilot have just caught sight of her in the sea below. Night is approaching.

Marshall: Where do you reckon they're making for?
Pilot: It looks like they're putting into Inverkerran for the night.
Marshall: Tell me, if they thought I thought they were going to Inverkerran, where do you reckon they would make for then?
Pilot: Strathcathaig, maybe.
Marshall: This sounds silly, but if they thought I'd think they were going to Strathcathaig because it looked as if they were going to Inverkerran -- where would they go then?
Pilot: My guess would be Pennymaddy.
Marshall: If there's such a thing as a triple bluff, I bet Mactaggart invented it. Okay, Pennymaddy.

--Cut to aboard the puffer--

Mactaggart: Aye, he'll have guessed we're making for Inverkerran.
Hamish: Will he not go there himself, then?
Mactaggart: Oh, no. He'll know we know he's seen us, so he'll be expecting us to head for Strathcathaig instead.
Hamish: Will I set her for Pennymaddy, then?
Mactaggart: No, If it should occur to him that it's occurred to us that he's expecting us to go to Strathcathaig, he would think we'll be making for Pennymaddy.
Hamish: Well, then, shall I set her for Penwhannoy?
Mactaggart: No. We'll make for Inverkerran just as we planned. It's the last thing he's likely to think of.