This is a congruent conflation of “that ship has sailed” and “that train has left the station”, both meaning the act has already been done. It was said by Austin Powers in the movie Austin Powers, International Man of Mystery, when he was speaking to a drunk Vanessa:
She was very groovy.
Your dad loved her very much.
If there was one other cat in this world that could have loved her and treated her as well as your dad then it was me.
But unfortunately for yours truly that train has sailed.
A big thanks to Sam Edelmann for hearing this one. Oh behave!