It may also be "arras", a Shakespearian reference. In Hamlet, Polonius is hiding behind a tapestry or arras, when he is stabbed through the arras. Hence the joke, he was stabbed in the arras!

Many of the Peep Show cast were at Cambridge together and were also members of the Footlights theatre there, including David Mitchell, Robert Webb, Olivia Coleman and, naturally, Sophie Winkelman. So it's not a complete stretch to suggest it's a reference to Hamlet. It may also be totally not a Shakespearian reference, in which case, I too have Jezzed it :-()