At the
White House, the term used by the
Press Secretary to let the
Press Corps know that there will be no more news released for a certain period of time (usually the remainder of a day).
While most Americans are only familiar with the daily press conferences we see pieces of on the news or on C-SPAN, there is also an unbroadcast gaggle, often used a device for humour on The West Wing. In addition to these formal meetings, reporters are presented with many papers and releases from the administration throughout the day.
Most journalists view this as a good thing, because it means their job is over for the day. Thus, the cries of "Thank you, C.J.", when it is said on the West Wing.