He did in fact say it, but google tells me it can be originally attributed to a 1957 issue of Reader’s Digest. How’s that for taking a bullet right in the myth?
I reject your reality and substitute my own.
Oh man, on page 13 of that thread, things really heated up.
July 3, 1863, 155 years ago today: The failure of Pickett’s Charge brings the Battle of Gettysburg to an end and Lee begins a retreat to Virginia, never to invade the North again. One day later, Grant successfully completes his siege of Vicksburg and the fate of the Confederacy is virtually sealed.
Anecdote (probably apocryphal): After the war, Pickett and Col. John Mosby, of Mosby’s Rangers, visited Lee at his home at Washington College (now Washington and Lee University). After they left, Pickett said to Mosby, “That old man had my division slaughtered at Gettysburg.” “Yes,” replied Mosby, “But it made you immortal.”
500 years ago this month, the city of Strasbourg in the Holy Roman Empire started getting down, moving it. It wasn’t the first epidemic of disco fever to hit western civilization, and it wouldn’t be the last, but it started in July and lasted until September. As many as four hundred party people boogied their asses off, then died.
70 years ago, my local NPR station signed onto the air for the first time.
In 1999, the USA won the World Cup!
The US men can only hope to someday have such success.
July 12, 1979, Disco Demolition Night at Comiskey Park:
WOW. I had never heard of that before. What an awesome, crazy promotion.
The image below shows Joe DiMaggio extending his hitting streak to 56 games at Cleveland’s League Park on July 16, 1941, The next day, July 17th, thanks in large part to two sparkling plays by Cleveland third baseman Ken Keltner, the streak came to an end at Cleveland Municipal Stadium. Unfortunately no images from that game exist.
This photo was taken on July 18, 1992
Why is it interesting, you ask? It wound up (as lore tells it) as the first photo of a band ever posted on the world-wide web.
Les Cernettes is the subject of the first photo of a band and one of the first photos on the Web: 
Back in 1992, after their show at the CERN Hardronic Festival, my colleague Tim Berners-Lee asked me for a few scanned photos of “the CERN girls” to publish them on some sort of information system he had just invented, called the “World Wide Web”. I had only a vague idea of what that was, but I scanned some photos on my Mac and FTPed them to Tim’s now famous “info.cern.ch”. How was I to know that I was passing a historical milestone, as the one above was the first picture of a band ever to be clicked on in a web browser!
All thanks to the introduction of the metric system in Canada.
1304: The fall (one of many) of Stirling Castle. This one is interesting because the Scots had tried to surrender to Edward, but he ordered them back into the castle just so he could use his new toy on them: a gigantic trebuchet named Warwolf.
There seems some disagreement about the trebuchet’s size - in the wikipedia article it says both “300-400 feet tall” and “six stories tall” in the same section. I personally find the 6 stories version more believable.
July 25, 1965: Bob Dylan carries his Fender Stratocaster onto the stage at the Newport Folk Festival and launches into an electrified version of Maggie’s Farm. The boos rain down, but the marriage of folk and rock was not about to be undone.
On July 31, 1975, Jimmy Hoffa disappeared from a Detroit restaurant parking lot never to be heard from again. Rumors that his remains were holding up one of the goalposts in Giants Stadium in the Meadowlands, NJ (it opened in 1976) proved unfounded when the stadium was demolished in 2010 to make way for the new MetLife Stadium.
U.S. patent #1 to Samuel Hopkins for an improvement “in the making of Pot ash and Pearl ash by a new Apparatus and Process.”
On August 2, 1876, Wild Bill Hickok was shot in the back of the head by Jack McCall while playing poker in Deadwood, South Dakota. The hand he was holding at the time, two pair consisting of aces and eights, would forever after be known as “the dead man’s hand.” According to most versions of the stories, Hickok’s hand consisted specifically of the Ace of Spades, Ace of Clubs, Eight of Spades, and Eight of Clubs. The identity of the fifth card is lost to history.
More info on McCall, really interesting.