The joke involves three insane Spanish cardinals who appear whenever someone says: "I didn't expect the Spanish Inquisition."
Accompanied by a jarring chord, the cardinals burst in, led by Cardinal Ximinez, who says, "NOBODY Expects the Spanish Inquisition!"
This results in many outrageous attempts to arrest people for being disloyal to the church. However, Cardinal Ximinez is held back by his inability to say what their weapons are, and his partners' sheer stupidity. All three seem to not have the ability to talk correctly. They appeared in three sketches:
An old woman (Marjorie Wilde) is showing pictures to a younger lady (Carol Cleveland) of "Uncle Ted" at various location around the house, which the younger lady proceeds to tear in half. Finally she gets to a photo containing the Spanish Inquisition and the three cardinals burst in again. There is a short segment with John Cleese explaining about the Inquisition ending with "That makes a really smashing film". The old woman is hauled down to a dungeon and told to confess her sins. She refuses so they proceed to poke her with soft cushions. This has no effect and place her in the comfy chair (each "torture" proceeded by the same dramatic chord as before). Cardinal Biggles screams "I confess!!" which leads to an animation of a policeman confessing to some unknown crime.
In their final appearance, a judge sentences another judge to be burnt at the stake. When he says "I didn't expect the Spanish Inquisition", the entire courtroom looks to the witness door, obviously expecting the Spanish Inquisition. The Credits then roll as the three Cardinals rush to the courtroom from their house, arriving just in time to say, "Nobody expects the--" before "THE END" flashes across the screen, which Ximinez responds, "Oh bugger."
In a later episode, "The Buzz Aldrin Show", Ximinez appears, listing his favourite aftershave lotions. In the same episode, a chemist, after being threatened by Police Constable Pan-Am with arrest for heresy, comments, "I didn't expect the Spanish Inquisition," though the cardinals do not appear at this point.