Google Books is an excellent tool for queries like this. I entered  
three terms: Clemens suicide marginalia -- the second hit returned was  
Phipps' Mark Twain's Religion, p. 53,  where in n. 56 he cites  
Clemsns' copy of the Letters of James Russell Lowell as the source  
you're seeking. Further searching for corroboration in Gribben or  
Google Books should nail it.
Leslie Myrick

On Oct 14, 2010, at 5:34 AM, Christopher D. Morris wrote:

> To the members of the Mark Twain Forum,
>
> I've been trying to track down the source of the story about the  
> night =
> in 1866 when Twain considered suicide. Apparently Twain mentioned  
> the =
> incident in the margins of a book he was reading in the early 1900s; =
> I've learned that the particular reference can be found in Alan =
> Gribben's Mark Twain's Library: A Reconstruction (2 volumes). This =
> excellent work lists and comments on Twain's books alphabetically,  
> and =
> there is no index. So, before I begin with the entry for Abbey's Old =
> Songs and work my way through to Zurcher's Meteors, I thought I'd  
> check =
> to see if anyone knows which particular book the marginalia appears  
> in. =
> Thanks to anyone who can help me.
>
> Christopher Morris