“You can tell people the truth, but they'll never believe you until the event. In the meantime, the truth will just piss them off and get you in a lot of trouble.”

Credited to Shaw in the lead in to the mockumentary C.S.A.: The Confederate States of America (2004) and other recent works, but this or slight variants of it are also sometimes attributed to W. C. Fields, Charlie Chaplin, and Oscar Wilde. It might possibly be derived from Shaw's statement in John Bull's Other Island (1907): "My way of joking is to tell the truth. It's the funniest joke in the world."
Another possibility is that it is derived from Shaw's characteristic of Mark Twain: "He has to put things in such a way as to make people who would otherwise hang him believe he is joking."
Variants:
If you are going to tell people the truth, you'd better make them laugh. Otherwise, they'll kill you.
If you're going to tell people the truth, you'd better make them laugh. Otherwise, they'll kill you.
Disputed

Newsnight Interview (February 24, 2011)

Harry Potter in Ch. 65 http://www.fanfiction.net/s/5782108/65/Harry_Potter_and_the_Methods_of_Rationality
Harry Potter and the Methods of Rationality (2010 - 2015)
Context: Lies propagate, that’s what I’m saying. You’ve got to tell more lies to cover them up, lie about every fact that’s connected to the first lie. And if you kept on lying, and you kept on trying to cover it up, sooner or later you’d even have to start lying about the general laws of thought. Like, someone is selling you some kind of alternative medicine that doesn’t work, and any double-blind experimental study will confirm that it doesn’t work. So if someone wants to go on defending the lie, they’ve got to get you to disbelieve in the experimental method. Like, the experimental method is just for merely scientific kinds of medicine, not amazing alternative medicine like theirs. Or a good and virtuous person should believe as strongly as they can, no matter what the evidence says. Or truth doesn’t exist and there’s no such thing as objective reality. A lot of common wisdom like that isn’t just mistaken, it’s anti-epistemology, it’s systematically wrong. Every rule of rationality that tells you how to find the truth, there’s someone out there who needs you to believe the opposite. If you once tell a lie, the truth is ever after your enemy; and there’s a lot of people out there telling lies.

Beat It
Thriller (1982)

Source: Mr. Mercedes

"Free Education".
Steal This Book (1971)

Excerpt from 2017 Personality Lecture 21. https://www.youtube.com/watch?v=j9U5IHQWSZc
Personality Lectures

Source: Gargantua and Pantagruel (1532–1564), Third Book (1546), Chapter 52 : How a certain kind of Pantagruelion is of that nature that the fire is not able to consume it
Context: I have already related to you great and admirable things; but, if you might be induced to adventure upon the hazard of believing some other divinity of this sacred Pantagruelion, I very willingly would tell it you. Believe it, if you will, or otherwise, believe it not, I care not which of them you do, they are both alike to me. It shall be sufficient for my purpose to have told you the truth, and the truth I will tell you.

Lies: And the Lying Liars Who Tell Them (2003)
Context: If you listen to a lot of conservatives, they'll tell you that the difference between them and us is that conservatives love America and liberals hate America.... They don't get it. We love America just as much as they do. But in a different way. You see, they love America like a 4-year-old loves his mommy. Liberals love America like grown-ups. To a 4-year-old, everything Mommy does is wonderful and anyone who criticizes Mommy is bad. Grown-up love means actually understanding what you love, taking the good with the bad and helping your loved one grow. Love takes attention and work and is the best thing in the world.
That's why we liberals want America to do the right thing. We know America is the hope of the world, and we love it and want it to do well.