Before the Big Bang I've heard this saying before I don't know about anyone else. It says, "What ever was before the Big Bang is something physics can't explain..! 
Is this saying true (accurate)?
 A: No that isn't true.
When physicists attempt to explain something they do so by constructing a mathematical model to describe the phenomenon. From the 1920s until the last few years the mathematical model used to describe the Big Bang was the FLRW metric. This works very well in describing the current universe, however as we wind back towards time zero the FLRW metric predicts the density and temperature become infinite. Since you can't do arithmetic with infinity this means the FLRW metric cannot predict what happened before the Big Bang.
However it's important to emphasise that this is just a limitation of the FLRW metric, not of physics. The FLRW metric is based on various approximations, and we shouldn't be surprised that it fails to give a good description of the universe at very short timescales. The failure of the FLRW metric just means that physicists need a better mathematical model to describe the Big Bang. This will almost certainly emerge from a theory of quantum gravity, and at the moment attempts are being made to develop a model based on String Theory and Loop Quantum Gravity. LQG predicts there was a bounce i.e. as you follow time backwards the universe shrinks to a minimum then expands again. I think String Theory still has a away to go to give a model of the Big Bang.
A: I usually explain that with an analogy. Consider the following, um, "substitutions" 


*

*going back in time $\to$ going north

*the Big Bang $\to$ the North Pole
That way "Before the Big Bang" is transformed into "To the north of the North Pole".
Hope it doesn't make sense to you...  
Now, you are saying:

"Whatever was before the big bang -- it is something physics can't explain!"

And it is translated to "Whatever is to the north of the North Pole -- it is something physics can't explain!"
Well, sure it cant -- it just doesn't make any sense.  
A: If you believe classical physics, and it's predictions about the big bang (and there are reasons not to, quantum effects should become important near the big bang), asking what happened before the big bang is akin to asking what happens when you go North of the North pole--the question itself doesn't make much sense.  
A: An interesting explanation of the Big Bang is that it was the energy released by the breaking of a "knot" in the fabric of space-time. Some forms of String Theory support this notion.
By that way of thinking, then, we would expect that there have been many Big Bangs, thus creating many universes, and that there are still many yet Big Bangs to come. Some of these universes will be smaller or larger than our own, as each of these events will be caused by a different type of "knot" or at least by "knots" of different degrees.
Think of the energy released from a breaking tow rope, or a breaking rubber band, or a breaking guitar string... all of these serve as simple analogies to the Big Bang, under this explanation.
So, since our current understanding of space-time isn't unhinged by the notion of Big Bangs, I would disagree with the statement that physics can't explain what was "before" our particular Big Bang... it was just space-time itself. General Relativity and Quantum Gravity, as they come together in a more unified theory, will handle things just fine.
