“Stalin made mistakes. He made mistakes towards us, for example, in 1927. He made mistakes towards the Yugoslavs too. One cannot advance without mistakes… It is necessary to make mistakes. The party cannot be educated without learning from mistakes. This has great significance.”

The Guardian staff (December 27, 2000) "It's the end of an earache or do I mean era?", The Guardian.
Interviews

What Time Is It? You Mean Now?: Advice for Life from the Zennest Master of Them All, Simon and Schuster, 2003, ISBN 0743244532, p. 75
On why the Yankees lost the 1960 series to the Pittsburgh Pirates.
Yogiisms

Source: Zen and the Art of Motorcycle Maintenance (1974), Ch. 29
Context: The Professor of Philosophy has made a mistake. He's wasted his disciplinary authority on an innocent student while Phædrus, the guilty one, the hostile one, is still at large. And getting larger and larger. Since he has asked no questions there is now no way to cut him down. And now that he sees how the questions will be answered he's certainly not about to ask them.
The innocent student stares down at the table, face red, hands shrouding his eyes. His shame becomes Phædrus' anger. In all his classes he never once talked to a student like that. So that's how they teach classics at the University of Chicago. Phædrus knows the Professor of Philosophy now. But the Professor of Philosophy doesn't know Phædrus.

Source: When My Name Was Keoko

Source: The Pillars of the Earth

Attributed in FBI Memo, February 13, 1950 (item 61-4099-25 in Einstein's FBI file—viewable online as p. 72 of "Albert Einstein Part 1 of 14" here http://vault.fbi.gov/Albert%20Einstein, as well as p. 72 of the pdf file which can be downloaded here http://vault.fbi.gov/Albert%20Einstein/Albert%20Einstein%20Part%201%20of%2014/at_download/file). There is no other information in the FBI's released files as to what source attributed this statement to Einstein, and the files are full of falsehoods, including the accusation that Einstein was secretly pro-communist, when in fact he was openly so Albert Einstein#Vierick Interview (1929)
Disputed
Context: In December, 1947, he made the following statement: "I came to America because of the great, great freedom which I heard existed in this country. I made a mistake in selecting America as a land of freedom, a mistake I cannot repair in the balance of my life."

A Handbook for Young Painters

Paper Reactors, Real Reactors (1953)