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“There were all kinds of things I was afraid of at first, ranging from grizzly bears to 'mean' horses and gun-fighters; but by acting as if I was not afraid I gradually ceased to be afraid.”

Chapter II The Vigor of Life http://www.bartleby.com/55/2.html
1910s, Theodore Roosevelt — An Autobiography (1913)

“There can be no effective control of corporations while their political activity remains.”

1910s, The New Nationalism (1910)
Context: There can be no effective control of corporations while their political activity remains. To put an end to it will be neither a short nor an easy task, but it can be done. We must have complete and effective publicity of corporate affairs, so that the people may know beyond peradventure whether the corporations obey the law and whether their management entitles them to the confidence of the public. It is necessary that laws should be passed to prohibit the use of corporate funds directly or indirectly for political purposes; it is still more necessary that such laws should be thoroughly enforced. Corporate expenditures for political purposes, and especially such expenditures by public-service corporations, have supplied one of the principal sources of corruption in our political affairs.

“I believe that the officers, and, especially, the directors, of corporations should be held personally responsible when any corporation breaks the law.”

1910s, The New Nationalism (1910)
Context: We have come to recognize that franchises should never be granted except for a limited time, and never without proper provision for compensation to the public. It is my personal belief that the same kind and degree of control and supervision which should be exercised over public-service corporations should be extended also to combinations which control necessaries of life, such as meat, oil, or coal, or which deal in them on an important scale. I have no doubt that the ordinary man who has control of them is much like ourselves. I have no doubt he would like to do well, but I want to have enough supervision to help him realize that desire to do well. I believe that the officers, and, especially, the directors, of corporations should be held personally responsible when any corporation breaks the law.

“Far better it is to dare mighty things, to win glorious triumphs, even though checkered by failure, than to rank with those poor spirits who neither enjoy much nor suffer much, because they live in that grey twilight that knows neither victory nor defeat.”

1900s, The Strenuous Life: Essays and Addresses (1900), The Strenuous Life
Variant: Far better is it to dare mighty things, to win glorious triumphs, even though checkered by failure... than to rank with those poor spirits who neither enjoy nor suffer much, because they live in a gray twilight that knows not victory nor defeat.

“Do what you can, with what you have, where you are.”

Ch. IX : Outdoors and Indoors, p. 336; the final statement "quoted by Squire Bill Widener" as well as variants of it, are often misattributed to Roosevelt himself.
Variant: Do what you can, with what you have, where you are.
Attributed to Roosevelt in Conquering an Enemy Called Average (1996) by John L. Mason, Nugget # 8 : The Only Place to Start is Where You Are. <!-- The Military Quotation Book, Revised and Expanded: More than 1,200 of the Best Quotations About War, Leadership, Courage, Victory, and Defeat (2002) by James Charlton -->
Variant: Do what you can, with what you've got, where you are.
Context: There are many kinds of success in life worth having. It is exceedingly interesting and attractive to be a successful business man, or railroad man, or farmer, or a successful lawyer or doctor; or a writer, or a President, or a ranchman, or the colonel of a fighting regiment, or to kill grizzly bears and lions. But for unflagging interest and enjoyment, a household of children, if things go reasonably well, certainly makes all other forms of success and achievement lose their importance by comparison. It may be true that he travels farthest who travels alone; but the goal thus reached is not worth reaching. And as for a life deliberately devoted to pleasure as an end — why, the greatest happiness is the happiness that comes as a by-product of striving to do what must be done, even though sorrow is met in the doing. There is a bit of homely philosophy, quoted by Squire Bill Widener, of Widener's Valley, Virginia, which sums up one's duty in life: "Do what you can, with what you've got, where you are."

“Any given case must be treated on its special merits.”

1910s, The Progressives, Past and Present (1910)
Context: Any given case must be treated on its special merits. Each community should be required to deal with all that is of merely local interest; and nothing should be undertaken by the Government of the whole country which can thus wisely be left to local management. But those functions of government which no wisdom on the part of the States will enable them satisfactorily to perform must be performed by the National Government. We are all Americans; our common interests are as broad as the continent; the most vital problems are those that affect us all alike. The regulation of big business, and therefore the control of big property in the public interest, are preeminently instances of such functions which can only be performed efficiently and wisely by the Nation; and, moreover, so far as labor is employed in connection with inter-State business, it should also be treated as a matter for the National Government. The National power over inter-State commerce warrants our dealing with such questions as employers’ liability in inter-State business, and the protection and compensation for injuries of railway employees. The National Government of right has, and must exercise its power for the protection of labor which is connected with the instrumentalities of inter-State commerce.

“The most vicious cowboy has more moral principle than the average Indian.”

January 1886, in a campaign speech given in New York https://www.history.com/news/teddy-roosevelt-race-imperialism-national-parks
1880s

“No candid observer will deny that whatever of good there may be in our American civilization is the product of Christianity.”

“Our Nation, A Product of Christianity,” Springfield Republican, 1884, editorial.
1880s

“It is a dreadful thing to come into the Presidency in this way; but it would be far worse to be morbid about it. Here is the task, and I have got to do it to the best of my ability.”

Probably 1901. Theodore Roosevelt Inaugural National Historical Site -- National Park Service https://www.nps.gov/thri/learn/historyculture/index.htm
1900s