He always says something like this after a setback but then never pursues it. He is just grandstanding for the media and the base.
I wouldn't be so sure. Obama knows that it takes several years before one of his Executive Orders finally makes it onto a court docket to be challenged in court. He's simply going to issue EO after EO in a fit of manchild rage for the next two and a half years.
In the meantime, good ol' Johnboy Boehner had a lawsuit ready to file. Gee, don't we feel so much better now knowing that Boehner's gonna file a lawsuit instead of IMPEACHING Obama's ass like he should?