The phrase is from William Shakespeare's Richard III (1593), Act V, Scene IV: "A horse! a horse! my kingdom for a horse!"
Meaning: the speaker is willing to sacrifice anything to obtain a seemingly unimportant item that is invaluable at a critical moment.
"These words have become immortalised as the final words of desperation spoken by King Richard III of England as he battled Henry Tudor for control of the throne of England. The line could be interpreted as, "Without a horse, I’m going to lose my kingdom!” It was a cry of despair, not an attempt at last-minute marketing."
It reminds me of one such moment for myself.
On Saturday a few weeks ago, we went for a long walk after a nice and spicy late lunch at an asian fusion restaurant miles from anywhere.
The sun was high, the wind was low, the ocean was quiet and peaceful. But my thirst got stronger and stronger with each step on our way back, so I had to stop and sat in the shade about 1km from where we parked and let the "driver" go back to the car alone and then took me to a store for a bottle of drinking water.
I'm not King Richard III, but I would empty my wallet for a few drops of water then and there for sure. 
