* Is that a banana in your pocket or are you just glad to see me? * from what Mae West movie?

The famous quote actually seems to be "Is that a gun ...",

Quote:

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Mae West did not utter her infamous line "Is that a gun in your pocket, or are you just glad to see me?" until her last film, "Sextette." It had been floating around for years and has always been attributed to her, but it's exact origins are unknown. The line doesn't appear in any of her films, plays or other writings. Source: "New Yorker" magazine

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Got that from here;

Entertainment Trivia

Wikipedia says the same;

Mae West - Wikipedia, the free encyclopedia