I sat at his table at a cigar-night meet-and-greet function about 20 years ago at his place--Schatzi's--in Santa Monica. There were about 10 people seated at a round table and I was seated right next to him. (There were many tables at the function, but we got to sit at his table). He is a fantastic host and very gracious. I didn't say much at dinner because I was a little star struck and I didn't want to horn in on the conversation he was having with the person who invited me and paid for the whole deal.
After dinner, and after drinks, cigars, and the whole deal, on the way out I shook his hand and said:
Me: Mr. Schwarzenegger, thank you so much for the evening, it was thrilling. But I have one question for you if I may.
Him: Certainly young man.
Me: In True Lies, there were some revealing scenes of Jamie Lee Curtis. Was that her, or did they use a body double?
Him (mixed in with a big belly laugh, a cigar in his mouth, a really firm handshake, and a wink): I can personally assure you young man, that was her body!
Edit: Sorry to horn in on your thread, but that's one of my favorite stories. You should have a great time.