A quotation from Igor Stravinsky, not Auden. Cited as Auden's through a misreading of a paragraph in Stravinsky: Chronicle of a Friendship, by Robert Craft (New York: Alfred A. Knopf, 1972), p. 6. (The antecedent of "he" is unmistakably "Mr. S." in Craft's sentence: "He also makes a marvelous remark to the effect that 'Music is the best means we have of digesting time'"; and in the sentence that follows "he" is again Stravinsky, not Auden.)
Misattributed

“A million eyes, a million boots in line,
Without expression, waiting for a sign.”

W. H. Auden book The Shield of Achilles

The Shield of Achilles (1952)

“Sad is Eros, builder of cities,
And weeping anarchic Aphrodite.”

W. H. Auden

In Memory of Sigmund Freud (1939), lines 111–112

“Almost all of our relationships begin and most of them continue as forms of mutual exploitation, a mental or physical barter, to be terminated when one or both parties run out of goods.”

W. H. Auden book The Dyer's Hand

"Hic et Ille", p. 105
The Dyer's Hand, and Other Essays (1962)

“When I consider others I can easily believe that their bodies express their personalities and that the two are inseparable. But it is impossible for me not to feel that my body is other than I, that I inhabit it like a house, and that my face is a mask which, with or without my consent, conceals my real nature from others.”

W. H. Auden book The Dyer's Hand

"Hic et Ille", p. 104
The Dyer's Hand, and Other Essays (1962)

“All wishes, whatever their apparent content, have the same and unvarying meaning: "I refuse to be what I am."”

W. H. Auden book The Dyer's Hand

"Interlude: West's Disease", p. 241
The Dyer's Hand, and Other Essays (1962)

“I never write when I'm drunk. Why should one need aids? The Muse is a high-spirited girl who doesn't like to be brutally or coarsely wooed. And she doesn't like slavish devotion — then she lies.”

W. H. Auden

Source: Paris Review interview (1972), p. 254

“All I have is a voice
To undo the folded lie,
The romantic lie in the brain
Of the sensual man-in-the-street
And the lie of Authority
Whose buildings grope the sky:
There is no such thing as the State
And no one exists alone;
Hunger allows no choice
To the citizen or the police;
We must love one another or die.”

W. H. Auden September 1, 1939

Source: September 1, 1939 (1939), Lines 78–88; for a 1955 anthology text the poet changed this line to "We must love one another and die" to avoid what he regarded as a falsehood in the original.

“Minus times minus equals plus,
The reason for this we need not discuss.”

W. H. Auden

As stated in "The Poet Himself" http://query.nytimes.com/gst/fullpage.html?res=9F01E6D81539F937A35753C1A967948260 by Paul Fussell, in The New York Times (4 October 1981), these lines were a "math mnemonic" which Auden "had to memorize as a child." <br class="br">Misattributed

“O plunge your hands in water,
Plunge them in up to the wrist;
Stare, stare in the basin
And wonder what you've missed.'The glacier knocks in the cupboard,
The desert sighs in the bed,
And the crack in the tea-cup opens
A lane to the land of the dead.”

W. H. Auden

As I Walked Out One Evening (1937)

“Base words are uttered only by the base
And can for such at once be understood;
But noble platitudes — ah, there's a case
Where the most careful scrutiny is needed
To tell a voice that's genuinely good
From one that's base but merely has succeeded.”

W. H. Auden

Base words are uttered (1940), lines 1–5

“He was my North, my South, my East and West,
My working week and my Sunday rest,
My noon, my midnight, my talk, my song;
I thought that love would last for ever: I was wrong.”

W. H. Auden

Source: Funeral Blues (1936)

“On that arid square, that fragment nipped off from hot
Africa, soldered so crudely to inventive Europe;
On that tableland scored by rivers,
Our thoughts have bodies; the menacing shapes of our feverAre precise and alive. For the fears which made us respond
To the medicine ad and the brochure of winter cruises
Have become invading battalions;
And our faces, the institute-face, the chain-store, the ruinAre projecting their greed as the firing squad and the bomb.
Madrid is the heart. Our moments of tenderness blossom
As the ambulance and the sandbag;
Our hours of friendship into a people's army.”

W. H. Auden book Spain

Source: Spain (1937), Lines 65–76