British historian Paul Addison writes in his 2005 biography Churchill: The Unexpected Hero:
On 6 October 1936, while visiting Oxford to unveil a memorial to T. E. Lawrence, he dined at All Souls. ‘Mr Churchill’, someone asked, ‘is there going to be war?’ ‘Certainly’, Churchill replied, ‘a very terrible war in which London will be bombed and Buckingham Palace will be razed to the ground, and the lions and tigers will escape from the zoo and roam through the streets of London attacking people.’
Addison's source for this Churchill quote is a 1991 interview with Jewish philosopher and All Souls fellow Isaiah Berlin, who in 1936 was writing a report commissioned by All Souls College he would title The State of Psychology in 1936. The T. E. Lawrence memorial Churchill unveiled was in the City of Oxford High School for Boys, the ceremony took place on Saturday, October 3, 1936.
The quote from Churchill sounds as if it was made under the influence of drink, but just two months later on December 3, 1936, Churchill again predicted a war during a speech at the Royal Albert Hall:
We are gathered together on this platform with one object. We want to stop this war of which we have heard so much talk. We would like to stop it while time remains, for we have had enough of the last war not to want another. ... We have reached a fateful milestone in human history ... It is the war between the Nazis and the Communists: the war of the non-God religions, waged with the weapons of the twentieth century. ... In Spain a fratricidal war is being waged. ... It will take all their efforts night and day to prevent the kind of abominations which broke out in Spain from reappearing perhaps at no great distant time over Europe. ... If we wish to stop this coming war—if coming it is—we must in the year that lies before us—nay, in the next six months—gather together the great nations, all as well armed as possible and united under the Covenant [being the 'Covenant'] of the League [of Nations] in accordance with the principles of the League, and in this way we may reach a position where we can invite the German people to join this organisation of world security; where we can invite them to take their place freely in the circle of nations to preserve peace, and where we shall be able to answer them that we seek no security for ourselves which we do not extend more freely to them.