How do I cite a quote in the title of a paper I have written a paper (only internally marked) and I have a title:

"GCR2: A Riddle, Wrapped in a Mystery, Inside an Enigma". 

This was initially a Winston Churchill quote about Russia (after the colon anyway). However, it seems silly to reference it directly in the title and I have been looking around on the web and cannot find how to reference something that only appears in the title.

Any guidance or links to websites will be very helpful (although I couldn't find any!)
No-one would expect a reference in the title. There are a few alternatives you can consider. 

The simple one would be to add "(Winston Churchill)" after the quote in the title. 

A better option in my opinion, is to start the introduction with the same quote built into an explanatory sentence and then add the reference there. After all, the quote must have a significant meaning for your work, otherwise it would not form the title. I am not sure what the "GCR2" stands for but in general one should avoid abbreviations in the title. 

A third possibility is to rewrite the title to something more explicit. you can have the quote as the main title followed by a subtitle that explains the significance. Different field have different ways of handling such titles so I cannot say what would be suitable for you. The title should draw attention to your work and make readers decide whether the work is worth reading. For me it has no meaning and although I am in a different field, I think that is a sign that the construct is not optimal.