"Do you recall..." is a recurring phrase scattered all over London and the surrounding area. It generally has the same beginning but changes in what pronouns are used, and in the final line. It has to do with races from outside London, especially the Rubbery Men (there's more about their deal with the Bazaar on their own page). The phrases are below.
Warning: some spoilers for Sacksmas, destinies, and Mr Eaten content.
"Do you recall how we came to that place?/And they sang of their lightnings and shapeful disgrace?/And we tilted our vanes and ennobled our spires/They welcomed us then and commingled all choirs...
...And not enough, not enough./Still it mourns, and still waits the Sun." - Obtaining a Meticulously Altered Stocking
...If we could remember those days./If only we could remember." - Violet Amber
...You can remember those days./It can be as it was." - A Destiny involving the Lorn-Flukes
Some other examples don't follow the pattern:
"When they came to that place, they brought promises of union, unbound and untrammelled by the bright laws above. How could you have forgotten that?" - Mr. Sacks (Mr. Eaten)
"...I do. And so much more. I remember how you sold me. For your freedom, from chains forged in a horizon-place, from the treachery of daughters. You gave me to their knives. A reckoning. The bill is almost due." - St Forthigan's Candle
"“But better the Bazaar, they say, than the merciless light of suns.” His voice grows softer. “Do you recall how it came to that place? Why it suffered their lightnings and shapeful disgrace?” He shakes his head as if to clear it. “I’m sorry. Too much time in the archives.” - The Ascetic Parliamentarian.
"Do you recall how we came to this place? And we suffered their hammers and fearful embrace? We hardened our hands and believed all their liars. We began with the river when we set the fires." - Clay Men
"Do you recall how you came to that place? / The cold Between is not a winter cold. It is the electric cold of the curved places. It lies along the membranes like a lover. It sharpens the Judgement-light to the claws of candles. It is the road when the wind rises. The Drowned Man has forgotten all that, and so now, again, will you." - KNAVE OF REGRETS ("Restitution for the Drowned Man" option)
(Credit to Saint-Arthur)