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Twelfth Night,
Act 2, Scene 5, lines 39-40.

Note to Twelfth Night, 2.5.39-40, "the lady of the Strachy married the yeoman of the wardrobe"

Perhaps there was an aristocratic "lady of the Strachy" who married her servant, and perhaps Shakespeare's audience would have heard gossip about her, but scholars have not been able to track her down. Even if she's purely fictional, Malvolio's point is clear. However, Malvolio is more than a little too hopeful; such a marriage was considered shocking.

Malvolio
Malvolio in yellow stockings