MADELINE: Oh my God, there’s a hair in mine.
LOUISE: Just close your eyes and think of England, honey.
Close your eyes and think of England is a phrase which references unwanted sexual intercourse, specifically advice to an unwilling wife to accept the sexual advances of her husband, as a wifely duty.
The saying is said to come from the 1912 diary of Alice, Lady Hillingdon [pictured], who wrote:
I am happy now that [my husband] Charles calls on my bedchamber less frequently than of old. As it is, I now endure but two calls a week and when I hear his steps outside my door I lie down on my bed, close my eyes, open my legs and think of England.
The diary is not available to the public, so this explanation has to remain speculative. It is often thought of as summing up Victorian attitudes to marital sexuality and sex education for girls, although it the saying itself actually seems to date to the twentieth century.
The Annotated Gilmore Girls 