“This man has conquered the world! What have you done?"
The philosopher replied without an instant's hesitation, "I have conquered the need to conquer the world.”

Epistulae Morales ad Lucilium (Moral Letters to Lucilius), Letter LXXI: On the supreme good

Statement portrayed as a quotation in a 1927 Reader's Digest article, this probably derives from traditions about Alexander lamenting at his father Philip's victories that there would be no conquests left for him, or that after his conquests in Egypt and Asia there were no worlds left to conquer.
Some of the oldest accounts of this, as quoted by John Calvin state that on "hearing that there were other worlds, wept that he had not yet conquered one."
This may originate from Plutarch's essay On the Tranquility of Mind, part of the essays Moralia: Alexander wept when he heard Anaxarchus discourse about an infinite number of worlds, and when his friends inquired what ailed him, "Is it not worthy of tears," he said, "that, when the number of worlds is infinite, we have not yet become lords of a single one?"
There are no more other worlds to conquer!
Variant attributed as his "last words" at a few sites on the internet, but in no published sources.
Disputed
Source: http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Plutarch/Moralia/De_tranquillitate_animi*.html

Source: Poems of Fernando Pessoa

Source: A Visit from the Goon Squad

Neither Democrats, Nor Dictators: Anarchists (1926)
Context: !-- The majority is, by definition, backward, conservative, enemy of the new, sluggish in thought and deed and at the same time impulsive, immoderate, suggestible, facile in its enthusiasms and irrational fears. --> Every new idea stems from one or a few individuals, is accepted, if viable, by a more or less sizeable minority and wins over the majority, if ever, only after it has been superseded by new ideas and new needs and has already become outdated and rather an obstacle, rather than a spur to progress.
But do we, then, want a minority government?
Certainly not. If it is unjust and harmful for a majority to oppress minorities and obstruct progress, it is even more unjust and harmful for a minority to oppress the whole population or impose its own ideas by force which even if they are good ones would excite repugnance and opposition because of the very fact of being imposed.
And then, one must not forget that there are all kinds of different minorities. There are minorities of egoists and villains as there are of fanatics who believe themselves to be possessed of absolute truth and, in perfectly good faith, seek to impose on others what they hold to be the only way to salvation, even if it is simple silliness. There are minorities of reactionaries who seek to turn back the clock and are divided as to the paths and limits of reaction. And there are revolutionary minorities, also divided on the means and ends of revolution and on the direction that social progress should take.
Which minority should take over?
This is a matter of brute force and capacity for intrigue, and the odds that success would fall to the most sincere and most devoted to the general good are not favourable. To conquer power one needs qualities that are not exactly those that are needed to ensure that justice and well-being will triumph in the world.

Precis des Guerres Cesar Das Napoleon I

As quoted in The Medical Record No. 674 (6 October 1883); also in And I Quote : The Definitive Collection of Quotes, Sayings, and Jokes for the Contemporary Speechmaker (1992) by Ashton Applewhite, Tripp Evans and Andrew Frothingham, p. 447

Source: The Social Contract