The Mark Twain Papers has a page online which features the
quote at:

http://bancroft.berkeley.edu/Exhibits/MTP/england.html

The source appears to be a "remark" to the Maharajah of Bikanir.

Searching for the remark via google book search shows a number
of sources that have used the quote including a 1923 autobiography
of Kate Douglas Smith Wiggin _My Garden of Memory_.

Barb