There’s contention as to whether or not this quote is apocryphal. David McCullough, in Truman, cites Anton Antonov-Ovseyenko’s The Time of Stalin: Portrait of Tyranny as his source. However, the endnote for this citation in the Harper & Row 1981 edition of Antonov-Ovseyenko’s book reads only: “Churchill. (Author’s incomplete reference, apparently to a Russian edition of Winston Churchill’s The Second World War.)” Nevertheless, Churchill’s daughter, Mary Soames, also said she’d heard Stalin tell her father something akin to this on yet another occasion. The earliest reference I can find to the passage itself is in Kurt Tucholsky’s Französischer Witz (1931).