“An intelligent person fights for lost causes, realizing that others are merely effects”

The Wheel Spins (1932), p 270.
A variation of this quote also appears in the film Mr. Smith Goes to Washington

This quote is from Ethel Lina White's The Wheel Spins (1936). It was popularized in the film Mr. Smith Goes to Washington (1939). In this film a similar line was spoken by "Jefferson Smith".
Misattributed

Interview in Bill Moggridge, Designing Interactions (2007), ch. 7 http://www.designinginteractions.com/interviews/TerryWinograd

Source: Competent manager (1982), p. 21.

Neurosis and Human Growth (1950), Chapter 2, Neurotic Claims
Context: It is amazing how obtuse otherwise intelligent patients can become when it is a matter of seeing the inevitability of cause and effect in psychic matters. I am thinking of rather self-evident connections such as these: if we want to achieve something, we must put in work; if we want to become independent, we must strive toward assuming responsibility for ourselves. Or: so long as we are arrogant, we will be vulnerable. Or: so long as we do not love ourselves, we cannot possibly believe that others love us, and must by necessity be suspicious toward any assertion of love. Patients presented with such sequences of cause and effect may start to argue, to become befogged or evasive.

Source: Anonymous reader point out that quote appears on internet from 2015. Rumi, having died in the 1200s, when the first mention of this quote was around 2015.

Source: Of Human Bondage (1915), Ch. 65

Source: 1970s, Redesigning the future, 1974, p. 10.

As quoted in "Exclusive: President François Hollande Talks Syria, Spies and Secrets With TIME" http://time.com/4936/exclusive-france-president-francois-hollande-time/ (5 February 2014), by Catherine Mayer, Time.