“The free world knows, out of the bitter wisdom of experience, that vigilance and sacrifice are the price of liberty.”

Farewell Address, (4 March 1837), recalling what, by then, had reached the status of a proverb.
1830s

Political questionnaire response (1952)
Context: I was taught that the American's right to be a free individual, not at the mercy of the state, was hard-won and that its price was eternal vigilance, that I too would have to be vigilant. I was made to feel that it would be a disgrace to me, as an individual, if I should not value or should give up rights that were dearly bought. I am grateful for that upbringing.

The Source and Aim of Human Progress (1919)

Source: Aphorisms and Reflections (1901), p. 77

Hope and Suffering: Sermons and Speeches (1984)

Source: The Genteel Tradition in American Philosophy (1911), p. 58

Often attributed to Jefferson, no original source for this has been found in his writings, and the earliest established source for similar remarks are those of John Philpot Curran in a speech upon the Right of Election (1790), published in Speeches on the late very interesting State trials (1808):
: "It is the common fate of the indolent to see their rights become a prey to the active. The condition upon which God hath given liberty to man is eternal vigilance; which condition if he break, servitude is at once the consequence of his crime and the punishment of his guilt."

*In a biography of Major General James Jackson published in 1809, author Thomas Charlton wrote that one of the obligations of biographers of famous people is

:"fastening upon the minds of the American people the belief, that 'the price of liberty is eternal vigilance' " (in Thomas Usher Pulaski Charlton, The life of Major General James Jackson https://books.google.com.br/books?id=cEcSAAAAYAAJ&pg=PA85&redir_esc=y#v=onepage&q&f=false; F.Randolph, & Co., 1809, p. 85).
Misattributed
Variant: "Eternal vigilance is the price of liberty; power is ever stealing from the many to the few" (from a speech by Wendell Phillips at the Massachusetts Anti-Slavery Society on January 28, 1852; quoted by John Morley, ed., The Fortnightly https://books.google.com.br/books?id=VfjRAAAAMAAJ&pg=PA67&lpg=PA67&dq=%E2%80%9CEternal+vigilance+is+the+price+of+liberty.%E2%80%9D+phillips+speech+anti-slavery&source=bl&ots=H2f8ckIw9o&sig=EukDrduBdK-oQSeY_Gf-VFQ6M54&hl=en&ei=SaxmTN-0H4P98AbioIi0BA&sa=X&oi=book_result&ct=result&redir_esc=y#v=onepage&q=%E2%80%9CEternal%20vigilance%20is%20the%20price%20of%20liberty.%E2%80%9D%20phillips%20speech%20anti-slavery&f=false, Volume VIII, Chapman and Hall, 1870, p. 67).

This has been attributed to Marshall, and he might have used the phrase, but earlier uses exist:
There is an imperialism that deserves all honor and respect — an imperialism of service in the discharge of great duties. But with too many it is the sense of domination and aggrandisement, the glorification of power. The price of peace is eternal vigilance.
Leonard H. Courtney as quoted in The Life Of Lord Courtney (I920) by G. P. Gooch
Courtney's statement however is probably derived from an earlier statement with several variants:
The price of freedom is eternal vigilance.
The price of liberty is eternal vigilance.
Eternal vigilance is the price of liberty.
These have often been attributed to Thomas Jefferson, but also Thomas Paine, Abraham Lincoln, and many others; Alfred Denning in The Road to Justice (1988) states that the phrase originated in a statement of Irish orator John Philpot Curran in 1790: "It is the common fate of the indolent to see their rights become a prey to the active. The condition upon which God hath given liberty to man is eternal vigilance."
Misattributed

[Chaturvedi, Pradeep, Women and Food Security: Role of Panchayats, http://books.google.com/books?id=IuKV5ak57asC&pg=PA46, 1 January 2002, Concept Publishing Company, 978-81-7022-873-8, 46–]