Nobody in their right mind could have expected this form of Spanish Inquisition, in which the inquisitors proceed to use such extremities of torture as poking with soft cushions and forcible seating in a comfy chair as a means of forcing a heretic (a housewife) to recant. This Inquisition has a hard time starting to inquisit, as they get bogged down in recitations of their chief weapons, among which are fear, surprise, a ruthless efficiency, an almost fanatical devotion to the Pope, and nice red uniforms. You can listen to this . (see Wikipedia:Sound help if it doesn't work)
This was a recurring sketch, always predicated by an irritated character announcing, "I didn't expect a sort of Spanish Inquisition," at which point the members of the Inquisition would burst into the room and Michael Palin would shout, with particular emphasis on the first syllable, "Nobody expects the Spanish Inquisition!" This has become a fairly widespread catchphrase.
In the original TV episode the Spanish Inquisition made several "unexpected" appearances, until at the very end of the show they were caught by surprise. As the closing credits rolled the Inquisitors raced to where they weren't expected, only to arrive just as the words THE END appeared, crying "Nobody expects the Sp...oh, bugger!" (which, incidentally, was a pretty strong word for a BBC comedy show at the time).
This sketch may have been an inspiration for "the Inquisition" portion of the movie History of the World Part I.