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The Collaborative International Dictionary
They say

Say \Say\, v. t. [imp. & p. p. Said (s[e^]d), contracted from sayed; p. pr. & vb. n. Saying.] [OE. seggen, seyen, siggen, sayen, sayn, AS. secgan; akin to OS. seggian, D. zeggen, LG. seggen, OHG. sag[=e]n, G. sagen, Icel. segja, Sw. s["a]ga, Dan. sige, Lith. sakyti; cf. OL. insece tell, relate, Gr. 'e`nnepe (for 'en-sepe), 'e`spete. Cf. Saga, Saw a saying.]

  1. To utter or express in words; to tell; to speak; to declare; as, he said many wise things.

    Arise, and say how thou camest here.
    --Shak.

  2. To repeat; to rehearse; to recite; to pronounce; as, to say a lesson.

    Of my instruction hast thou nothing bated In what thou hadst to say?
    --Shak.

    After which shall be said or sung the following hymn.
    --Bk. of Com. Prayer.

  3. To announce as a decision or opinion; to state positively; to assert; hence, to form an opinion upon; to be sure about; to be determined in mind as to.

    But what it is, hard is to say.
    --Milton.

  4. To mention or suggest as an estimate, hypothesis, or approximation; hence, to suppose; -- in the imperative, followed sometimes by the subjunctive; as, he had, say fifty thousand dollars; the fox had run, say ten miles.

    Say, for nonpayment that the debt should double, Is twenty hundred kisses such a trouble?
    --Shak.

    It is said, or They say, it is commonly reported; it is rumored; people assert or maintain.

    That is to say, that is; in other words; otherwise.

Wikipedia
They Say

"They Say" is the first single by alternative rock band Scars on Broadway. The song was made available on both the band’s official MySpace and their official site on March 28, 2008.

The song was made available for download on the video game Rock Band on July 29, 2008, the same day of the album’s release and is a playable track on the video game Guitar Hero 5. It is also in the racing game, Colin McRae: Dirt 2.

Usage examples of "they say".

Wallace and his sister-in-law, Joyce, were in her room, so they say, and didn't see anything but the dead woman when they ran out, though they think they heard something that could've been somebody running downstairs-the back stairs.

And didn't they say that ex-service people often made the best law-enforcement officials?

Most footballers look the same to me, but as they say: 'The beat goes on, don't knock the rock, boogie with a suitcase, won't you rock me daddio and a wop bop a loo bop a wop bam boom!

Why don't we stay here - make our home here - that's what they say?

Perhaps you can confirm what I've heard --they say that Death is back in the vicinity, and perhaps even in the town.

As long as what they say is good, everything else will take care of itself.

Miss Mainwaring is just come to town to be with her aunt, and they say that she declares she will have Sir James Martin before she leaves London again.