Much has been said already in the press about the man since his death. See NASA's official press release here. And 2 YouTube entries, here and here.
What I haven't seen yet is what I believe is the origin of the joke, as referenced above in the title.
As seen in the HBO mini series, From the Earth to the Moon, in the episode titled, "We Have Cleared the Tower" (which chronicles the flight of Apollo 7, the first manned Apollo mission) about 49 minutes into the episode, the following dialogue takes place:
Cunningham: So quiet.
Eisele: Yeah...I wonder where Guenter Wendt?
(Entire Apollo 7 crew laughs)
Schirra: (Still laughing) I'm gonna steal that!
Guenter actually has a cameo role in the same episode. At about 27 minutes into it, you see the camera panning right as you hear Mark Harmon (portraying Wally Schirra) speaking about the flight plan. Guenter is seated at the table to Mark Harmon's left.
Tom Hanks, portraying Apollo 13's Jim Lovell, quotes the same line while in the process of suiting up.
Being a born-again Christian, and not knowing Mr. Wendt's standing with Christ, I truly wonder where he went.