This appeared in an interview in the New York World (Sept. 7,
1902), and is included in Charles Neider, ed., Mark Twain: Life as I
Find It (1961):

"He did talk freely, however, about his now famous letter written
from his vacation retreat on Aug. 14 to a Denver friend anent the
attempt to exclude "Huckleberry Finn" from the Denver Public
Library.  'Now, that was a very funny thing about that letter getting
into print,' he said.  'You see I sent it to my man marked "Private,"
and that was a sure sign that it was going to be published.  That is
the reason I don't care to be interviewed, too.  You see, it puts it up
to the other man.'"

I don't know how "famous" the letter really was, but Albert Reid
drew a cartoon about the episode for the Kansas City Journal so it
does seem to have been noticed outside New York.

Jim Zwick