I was intrigued by the quote that Jim Rolfs posted awhile back, so I traced it via Google books, and it is exactly as he described it (except for the book title—but then maybe Jim had a later edition than this one, and the book was retitled).

I found it in Wit and Humor of the Age: Comprising Wit, Humor, Pathos, Ridicule, Satires, Dialects, Puns, Conundrums, Riddles, Charades, Jokes and Magic by Mark Twain, Robt. J. Burdette, Josh Billings, Alex. Sweet, Eli Perkins (etc.), (Lexington, Ky.: Huffman & Johnson, 1884), page 87.

Since Twain is the first author listed on the title page, it's easy to see how a bit of sloppy scholarship (or a poor memory) resulted in the quote being misattributed to him. I agree with Jim Rolfs that Eli Perkins was the more likely author of this piece that is unattributed in the original.