A less well-known source for the quote you desire is a letter written by SLC
to
 Joseph Twichell from Vienna in 1897, soon after his arrival there.  As Carl
Dolmestch discuesses in his exemplary _Our Famous Guest: Mark Twain in
Vienna_,
 Viennese religious prejudice ripped society in half, with the anti-Semites
on
one side and everyone else -- a minority, sadly -- on the other.  SLC, in
part
because of his Old Testament first name and in part because he sympathized
with
 the politics of the Jews in Vienna, was presumed a Jew and castigated in
the
anti-Semitic press.  Out of that experience, and his friendship with Theodor
Herzl (SLC translated his play _The New Ghetto_), SLC wrote "Concerning the
Jews."  Before that, right after he arrived in Vienna, he wrote a letter to
Twichell, quoted in part by Dolmetsch and more or less completely in Paine's
edition of _Mark Twain's Letters_ which gives a more raw account of how he
felt
 after being thrown into this lion's den of racial and religious politics.
    Hope this helps.