In video and as quoted in Ryan Lizza's New Yorker article about Christie. The article doesn't have the continuation of the quote: "Not that I care. I don't give a shit. I mean, I don't care how pissed off you are with these jokes, Governor, because, first of all, you can do the worst you want on me. I'm taking mass transit home."
Whatever you think of Behar — who cares? she's not running for President — watch Christie, who can't sit through some dumb jokes but gets up and gets in her space.