“The free man never thinks of escape.”

Death on the Nile (1937)

The Divine Invasion (1981)

Source: Shame

Sometimes paraphrased as "You can ignore reality, but you cannot ignore the consequences of ignoring reality."
The Virtue of Selfishness (1964)

Source: Lilith

Source: Six Cousins At Mistletoe Farm

Hugh Crane a.k.a. Cagliostro the Great, in Schrödinger's Cat Trilogy : The Trick Top Hat (1979)
Context: There is no governor anywhere; you are all absolutely free. There is no restraint that cannot be escaped. We are all absolutely free. If everybody could go into dhyana at will, nobody could be controlled — by fear of prison, by fear of whips or electroshock, by fear of death, even. All existing society is based on keeping those fears alive, to control the masses. Ten people who know would be more dangerous than a million armed anarchists.

Part 3, 1974 - 1979 Victory And Defeat, p. 258
Memoirs (1993)

Source: Sociology For The South: Or The Failure Of A Free Society (1854), p. 170