It's a movie cliche
. The original saying (to the coach driver) was supposedly "Home, James, and don't spare the horses!" (The movie one allegedly goes, "Once around the park and home, James"--said to the chauffeur
Dates from the mid-1800s; there was also a 1934 song with the same phrase as a title: "Home, James, and don't spare the horses" by Fred Hillebrand.
From "Dictionary of Catch Phrases: American and British from the Sixteenth Century to the Present Day" by Eric Partridge, updated and edited by Paul Beal, Scarborough House, Lanham, Md., 1992) in www.phrases.org.uk/bulletin_board/24/messages/392.html; also, www.saidwhat.co.uk/quotes/favourite/fred_hillebrand/home_james_and_dont_spare_the_3923
The British show "Inspector Lewis" (or just "Lewis") references this saying. DI Robbie Lewis had just met DS James Hathaway, who has come to pick him up from the airport; as they prepare to leave, Lewis says, "'Home, James!' I've always wanted to say that." (The comma should be there; it's "Home, James," not "Home James".)
Lewis says it again at the end of the first episode of the third season. As he and DS Hathaway are preparing to leave, with Hathaway driving, he says, "Home, James!"