Fred Shapiro recently wrote:
The recently published Yale Book of Quotations, which has more quotes
from Twain than anyone other than Shakespeare and the Bible, has the
following:
Anywhere is better than Paris.  Paris the cold, Paris the drizzly,
Paris the rainy, Paris the damnable.  More than a hundred years ago
someone asked Quin, "Did you ever _see_ such a winter in all your
life before?" "Yes," said he, "Last summer."  I judge he spent his
summer in Paris.
         Mark Twain, Letter to Lucius Fairchild, 28 Apr. 1880.  This
letter is the closest source that has been found for the saying,
frequently credited to Twain, that "The coldest winter I ever spent
was a summer in San Francisco."  The Quin referred to was an
eighteenth-century actor and wit.
Much is made in the introductory material to Mr. Shapiro's book about
the extensive use of electronic searching to make this a very
thorough and comprehensive collection of quotations. That is all the
more reason to regret his failure, here and elsewhere, to cite the
source of information he supplies in this way. The words used in this
case are so close to the source that I have no doubt what the source
is, and no doubt that Mr. Shapiro knows, or should know, what it is.
Why not say it?