Source, in full
This has been quoted as Penn's in various forms since at least 1943 (Fulton J. Sheen, Philosophies at War, p. 154). James H Billington of the Library of Congress wrote (Respectfully Quoted: A Dictionary of Quotations, 2010, p. 145) "Numerous sources cite this remark but it has not been found in Penn's writings." Other variants include
Notes from Wikiquote
Unless we are governed by God, we shall be ruled by tyrants. (1949 speech by Norman Vincent Peale) | If men do not find God to rule them, they will be ruled by tyrants. (Roy Masters, How to Conquer Suffering Without Doctors, 1976, p. 50) | ... those who will not be governed by God will be ruled by tyrants. (David Barton, The Myth of Separation, 1992, p. 89