Bill D is right, I'm afraid. it's a Brit game. Allegedly a once-popular parlour game - although I don't belive it ever really existed - it's now played on a BBC radio programme, I'm Sorry I Haven't A Clue, which is a parody of panel games.

The idea is that each player in turn adds a word so that a sentence is formed. But the first player to add a word which completes the sentence is out. As played by four witty comedians and writers on the radio show, it can be quite funny (honestly). It's not working here, though, is it?

Oh, is it my turn? er... Farthingale