Sometimes it's easier to tell them you work for the IRS.

I've taken walking tours and that's what I tell my fellow tourists. Shuts them up pretty quickly and you get a lot of peace and quiet afterwards.

I've also told them that I was an analyst for the CIA. I can't talk about my work.

Back in the day when you actually got first class, I used to tell them I was a tank salesman.

You can have a lot of fun with it.