Close your eyes (or lie back) and think of England is a British mainly humorous expression. It means that if you close your eyes and think of England when you have sex with someone, you do not enjoy it, but do it because you think you should.
Just close your eyes and think of England. He'll never notice.
The phrase is believed to have been used by Victorian teachers and mothers when they advised young women what to do when their husbands had sex with them. The phrase is often used humorously now when something is happening to a person but they do not like it and have to accept it.