“It's always the same thing, one war after another”

Books, Brain Droppings (1997)

From an October 1930 letter to Arthur Davison Ficke, as variously described by her biographers, e.g.:
[L]ife was not so much "one damn thing after another" as "one damn thing over and over"
As paraphrased ("she had sent [...] a half-comic note, complaining that...") with quoted phrases in Jean Gould, The Poet and Her Book: A Biography of Edna St. Vincent Millay (1969), p. 198
[L]ife isn't one thing after another, it's the same thing over and over
As paraphrased ("she writes that...") and apparently Bowlderized in Miriam Gurko, Restless spirit: the life of Edna St. Vincent Millay (1962), p. 197
[I]t was not true that life is one damn thing after another — it was one damn thing over and over
As paraphrased ("Edna had written [...] that...") in Joan Dash, A Life of One's Own: Three Gifted Women and the Men they Married (1973), p. 189
The paraphrase by Dash appears to be the origin of later popularly attributed variants, e.g.:
It is not true that life is one damn thing after another. It's the same damn thing over and over.
As attributed without citation in Psychoanalysis Today: A Case Book (1991) by Elizabeth Thorne and Shirley Herscovitch Schaye, p. 93
It is not true that life is one damn thing after another. It's the same dang thing over and over again.
As attributed without citation in The Last Word: A Treasury of Women's Quotes (1992) by Carolyn Warner

Attributed in Items of Interest, Vol. 33 (1911), p. 8

Source: The Happy Prince and Other Tales

All Men are Mortal (1946)

"Law and Freedom in History," <i>A Study of History</i>, Vol. 2 (1957). The embedded quotation is attributable to Elbert Hubbard.

Book II, epistle ii, line 55
Epistles (c. 20 BC and 14 BC)

Source: Don Quixote de la Mancha (1605–1615), Part II (1615), Book III, Ch. 21.