“This novel is fiction, except for the parts that aren't.”

"Introduction" to the French edition (1974) of Crash (1973); reprinted in Re/Search no. 8/9 (1984)
Crash (1973)
Context: We live in a world ruled by fictions of every kind — mass merchandising, advertising, politics conducted as a branch of advertising, the instant translation of science and technology into popular imagery, the increasing blurring and intermingling of identities within the realm of consumer goods, the preempting of any free or original imaginative response to experience by the television screen. We live inside an enormous novel. For the writer in particular it is less and less necessary for him to invent the fictional content of his novel. The fiction is already there. The writer's task is to invent the reality.

Source: Barchester Towers (1857), Ch. 27

Notes Toward a Supreme Fiction (1942), It Must Give Pleasure
Context: p>But to impose is not
To discover. To discover an order as of
A season, to discover summer and know it, To discover winter and know it well, to find
Not to impose, not to have reasoned at all,
Out of nothing to have come on major weather,It is possible, possible, possible. It must
Be possible. It must be that in time
The real will from its crude compoundings come,Seeming at first, a beast disgorged, unlike,
Warmed by a desperate milk. To find the real,
To be stripped of every fiction except one,The fiction of an absolute — Angel,
Be silent in your luminous cloud and hear
The luminous melody of proper sound.

"The Mustard magazine interview" (January 2005)
Context: Life isn’t divided into genres. It’s a horrifying, romantic, tragic, comical, science-fiction cowboy detective novel. You know, with a bit of pornography if you're lucky.

or "am I somehow influencing reality around me?"
Vanna Bonta Talks About Quantum fiction: Author Interview (2007)

Interview with Weird Tales (24 May 2007) http://weirdtales.net/wordpress/2007/05/24/george-rr-martin-on-magic-vs-science/
Context: I think that for science fiction, fantasy, and even horror to some extent, the differences are skin-deep. I know there are elements in the field, particularly in science fiction, who feel that the differences are very profound, but I do not agree with that analysis. I think for me it is a matter of the furnishings. An elf or an alien may in some ways fulfill the same function, as a literary trope. It’s almost a matter of flavor. The ice cream can be chocolate or it can be strawberry, but it’s still ice cream. The real difference, to my mind, is between romantic fiction, which all these genres are a part of, and mimetic fiction, or naturalistic fiction.

Source: "Unsafe at Any Speed or: Safe, Sane and Consensual, My Fanny", p. 12