Very interesting article in the Telegraph:

Files released to the National Archives show that soon after becoming prime minister, Lady Thatcher privately complained that too many Asian immigrants were being allowed into Britain.
The documents, which are published today under the โ€œ30 year ruleโ€, shed further light on Lady Thatcherโ€™s attitudes on race and immigration, political issues that have remained controversial ever since.

Update: And hereโ€™s a similar story on Maggie taking it to the French.