You can go along with his lies
You can back up the story he gave his wife and forget about it. It’s not your problem, it’s his. The downside of course, is that you’ve got to get your wife to agree to lie so you’re dragging her into it. And maybe, out of loyalty to the woman in question, or friendship or girl bonding or something like that, she’s not going to agree to lie. So you know, one day it will come up and the sh*t will hit the fan and some of it is going to come flying your way.
