A portion of the quote in question, especially:

"I'm never mistaken for a Frenchman, except perhaps by horses."

is very similar to the text of the speech given in Montreal on
December 8, 1881 and published in _Mark Twain Speaking_ edited by
Paul Fatout (1978). Fatout used a text first published in the
Montreal _Gazette_ and republished in several newspapers.  It is
possible the quote in question was from a newspaper report that
also covered the same event but not widely republished elsewhere.

As a note to researching quotes, etc. I can recommend Google
"Advanced Book Search" which allows searching for exact phrases
written by specific authors.  Fatout's speech book is now searchable
using this method as are a number of other Twain reference books
including _Mark Twain Encyclopedia_ and Louis Budd's collection
of Mark Twain's _Collected Tales, Sketches, Speeches, & Essays_.
Using google advanced book search for the exact phrase "perhaps by
horses" combined with "Twain" will provide 6 sources for the quote.


Barb