Of British-English origin, the phrase the things I’ve done, or I do, for England conveys derisive self-congratulation for an action that the speaker has done from a sense of duty rather than for pleasure.
—Cf. also the phrase close your eyes and think of England.

The phrase the things I’ve done, or I do, for England originated in a line uttered by the British-born U.S. actor Charles Laughton (1899-1962) as Henry VIII (1491-1547) in the 1933 film The Private Life of Henry VIII ¹—as explained in the review of this film, published in the Norwood News (London, England) of Friday 16^th February 1934:

Perhaps the best episode in the film is the marriage of Anne of Cleves ²—brilliantly played by Elsa Lanchester ³, who, in private life, is Mrs. Charles Laughton. Holbein ⁴ was sent over by Henry to paint Anne’s portrait. Unfortunately he flattered her, and when the real Anne came to England Henry had the shock of his life. But the marriage had to go through. The scene is the Royal bedchamber on the first night of the marriage. Anne is already within. Henry is still busying himself with his toilet. Next he appears with a glorious night-robe swathed around him. His face wears a look of resignation. On the threshold he turns. “The things I’ve done for England….!”

¹ The Private Life of Henry VIII (1933) is a British film written by Lajos Bíró and Arthur Wimperis, directed by Alexander Korda, and produced by London Films Productions.
² Anne of Cleves (1515-1557) was the fourth wife of Henry VIII. Arranged for political purposes, the marriage was dissolved after only six months; Henry, initially deceived by a flattering portrait of Anne by Hans Holbein, took an instant dislike to her.
³ Elsa Lanchester (1902-1986) was an English actress.
⁴ The German painter and engraver Hans Holbein (1497-1543), known as Holbein the Younger, became a well-known court portraitist in England and was commissioned by Henry VIII to supply portraits of the king’s prospective brides.

Charles Laughton saying “The things I’ve done for England!” in The Private Life of Henry VIII:

 

Charles Laughton himself mentioned the line when explaining his personal ideas on comedy and drama in an article published in several U.S. newspapers on Thursday 29^th November 1934—for example in the Dayton Daily News (Dayton, Ohio):

In “Henry VIII” I made the sinister monarch a buffoon at times. And why not? The man had humor that was as rich as his tragedy. That one line: “The things I’ve done for England,” uttered just before the man entered the new queen’s chamber. It made people laugh because there was humor within its pathos of Henry’s sacrifice.

The line has often been misquoted as the things I do for England—for example in the following from the column This and That, by J. P. H., published in The Hutchinson News (Hutchinson, Kansas, USA) of Thursday 7^th April 1938:

Speaking of improving Anglo-American relations, why can’t it be arranged to have Charles Laughton brought back to this country for a few more pictures? To us, the cinema reached its peak in the Life of Henry VIII when Laughton sighed, “The things I do for England!”

These are the earliest uses as a phrase of the things I’ve done, or I do, for England that I have found, in chronological order:

1-: The phrase conveys no derision, and is, counter-intuitively, applied to Edward VIII (1894-1972), who abdicated in 1936 in order to marry the U.S. divorcee Wallis Simpson (née Wallis Warfield – 1896-1986), in The Week’s Picture Show, published for example in the Lock Haven Express (Lock Haven, Pennsylvania, USA) of Saturday 29^th May 1937:

The Things I’ve Done For England
The impression is that Edward, Duke of Windsor, had a roaring good time as Prince of Wales and then, as King, checked out as soon as they gave him some work to do.
But Edward gave some of his best years to England, one way or another. For a fellow who likes to wear slacks or shorts or knickers, he climbed into some very uncomfortable uniforms in his pre-abdication days. And he exposed himself to some of the biggest bores in Great Britain and the Dominions Beyond the Seas.
What Edward did will not mark him as a great British ruler. But didn’t it take courage and patience and determination for Edward, a lover of the simple life, to shake all those damp hands and dress up like a one-man circus parade? So, to Edward—as a wedding gift—his just due! He did a lot of unpleasant work for England.

2-: From Scout Notes: The Gang Show 1937, the review of the London Scouts’ 1937 amateur-dramatic entertainment, published in the Evesham Standard and West Midland Observer (Evesham, Worcestershire, England) of Saturday 30^th October 1937:

A priceless skit on the “Poona Poona” Army officers who live over their public school cricket days leaves us weak with laughter. The poor wretched orderly is made to take off most of his garments to represent various people and objects on the cricket field in a match of many years ago. He is encouraged by being told that it is all for England At the end he unwillingly started to take off his pants with the remark, “The things I do for England.”

3-: From the column A Little Daily, published in The Stillwater Daily Press (Stillwater, Oklahoma, USA) of Sunday 4^th September 1938:

Court House Reporter Aubrey McAlister was cleaning the last story off his hook Saturday night when the jail break story cracked and he was off at a dead run on the story of the evening. Old Bloodhound Mac!! You often hear about the drammer and excitement of this reporting business. Just when you’re all through after a hard Saturday and thinking of a pleasant sleep, three boys break jail and bedtime never comes. When Mac reads this paragraph Sunday morning he’ll probably mutter, “The things I do for England and what price the gothic streamer type.” And it was tough on the officers, too, for that matter.

4-: From Marriage Meddlers, a short story by Adele Garrison, published in several U.S. newspapers on Wednesday 21^st December 1938—for example in The Marion Star (Marion, Ohio):

“I feel exactly like the principal in a French farce,” he said. “Calling on my own wife, pretending to be some other man!”
“The things I’ve done for England!” he quoted, “or rather for my niece and nevvy-in-law. How are the love birds, by the way, and do you realize, woman, that you have not yet been kissed?”

5-: From a letter by Alderman Luke Hogan, published in the Liverpool Daily Post (Liverpool, Lancashire, England) of Friday 28^th July 1939:

Sir,—You surely are mistaken when you assume in your leading article to-day that the highly important question of free speech and meeting place discussed in the City Council yesterday can be simply dismissed by your naive comment: “Would the alderman enjoy public meetings at his door?” On that matter I can speak with authority. Some six years ago, the Chief Constable placed an embargo upon public meetings at Smith Street Lamp—for generations a rendezvous for orators of any and every colour. This embargo was due to disturbances created by provocative references to religious thought. As the Labour party were blameless in the matter, we protested, intimating that we were not going to be denied our constitutional rights.
The Chief Constable assured me personally that our co-operation was necessary in the interests of law and order and promised that, if we would refrain from attempting to hold meetings at Smith Street, he would find another suitable and available pitch and that police protection would be guaranteed. We readily agreed. The Chief Constable kept his word and found a site—at the top of Great Mersey Street just outside my very door, and I didn’t know until then that the Chief was practical joker. “The things I do for England.” I need hardly say that my children, as they listened to certain speakers denounce me as faker, twister, &c., were highly entertained and were thoroughly upset when father decided to pack his tent and steal away.

6-: From The Last of the Finnegans, a short story by Morton Simpson, published in The Sydney Morning Herald (Sydney, New South Wales, Australia) of Monday 28^th August 1939:

Abie […] cornered a lady of the Press who was interested in Charles’s Eton days. Charles could hear him, and winced. “The thing’s [sic] I’ve done for England!” he murmured.

7-: In the column Starbeams: News of Our Village, published in The Windsor Daily Star (Windsor, Ontario, Canada) of Saturday 16^th September 1939, “The Things I Do For England!” was the title given to a letter in which a book-writer called Margerie Scott explained how she volunteered with the Women’s Voluntary Services in Britain.

8-: From The Gossip of Carnoustie, published in the Broughty Ferry Guide and Carnoustie Gazette (Dundee, Angus, Scotland) of Saturday 6^th July 1940:

Carnoustie men know what “heavy lifts” mean these days. Beginning on Wednesday they started unloading 3,000 poles for use in local defence work. These young trees, weighing over 2 cwts. each, had the peculiar quality of growing heavier and heavier as the evening advanced, and as the first unloading was carried through in pouring rain one could understand the feelings of the man who ejaculated as he removed a mixture of rain and sweat from his brow, “The things I’ve done for England!”