Barman: Yes, sir?
James Bond: The lady will have a - Bacardi on the rocks.
Major Anya Amasova: For the gentleman, vodka martini - shaken, not stirred.
James Bond: Touché.
Major Anya Amasova: The man I loved. He was in Austria 3 weeks ago. Did you kill him?
James Bond: When someone's behind you on skis at 40 miles per hour trying to put a bullet in your back, you don't always have time to remember a face. In our business, Anya, people get killed. We both know that. So did he. It was either him or me. The answer to the question is yes. I did kill him.
Major Anya Amasova: Then, when this mission is over, I will kill you.
Log Cabin Girl: But James, I need you.
James Bond: So does England.
James Bond: Which bullet has my name on it? The first or the last?
Major Anya Amasova: I have never failed on a mission, Commander. Any mission.
James Bond: In that case, Major, one of us is bound to end up gravely disappointed, because neither have I.
Major Anya Amasova: Where is Fekkesh?
James Bond: With the pharaohs.
James Bond: He just dropped in for a quick bite.
James Bond: Then how about a nightcap on the company? My company.
Captain Carter: That armour plating must be inches thick. We'll never get through it.
James Bond: Come on, let's go to the armoury.
Captain Carter: The armoury? What do you expect to find there?
James Bond: A nuclear missile.
Major Anya Amasova: What happened to Kalba?
James Bond: He was cut off - permanently.
James Bond: Where's Anya?
Stromberg: Well, well... a British agent in love with a Russian agent. Détente, indeed.
Stromberg: Observe, Mr. Bond, the instruments of Armageddon.
Stromberg: I've been expecting you.
Q: Right. Now pay attention, 007. I want you to take great care of this equipment. There are one or two rather special accessories.
James Bond: Q, have I ever let you down?
Q: Frequently.
Answer: First, it was indeed filmed at Karnak. Second, he rescues her because they are, for the time being, on the same side-therefore, she is an ally, and Bond won't just leave her to drown/die. I think, if he is even mindful of her promise during the heat of the moment, he would still consider it wrong to leave her behind; while the mission is on, she's a colleague in distress, and that's that. Once the mission is over, she can do what she likes, and Bond will deal with it then. (Though his surprise when she first draws the gun on him in the escape pod suggests he wasn't taking her threat seriously, so...bit of a freebie for him).