Very few things happen at the right time, and the rest do not happen at all. The conscientious historian will correct these defects.
Source, in full
This statement is not to be found in the works of Herodotus. It appears in the acknowledgements to Mark Twain's A Horse's Tale (1907) preceded by the words "Herodotus says", but Twain was simply summarizing what he took to be Herodotus' attitude to historiography.