“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 lifetime.”

The Passion (1987)

Source: As quoted in Women Know Everything!: 3,241 Quips, Quotes, & Brilliant Remarks (2007) by Karen Weekes, p. 173

This has often been attributed to de Tocqueville's Democracy in America, but erroneously, according to "The Tocqueville Fraud" http://www.weeklystandard.com/print/the-tocqueville-fraud/article/8100 in The Weekly Standard (13 November 1995). This quote dates back to at least 1922 (Herald and Presbyter, September 6, 1922, p. 8 http://books.google.com/books?id=3sYpAAAAYAAJ&pg=RA3-PT21&vq=%22I+sought+for+the+greatness+and+genius+of+America+in+her+commodious%22&source=gbs_search_r&cad=0_1)
There's an earlier variant, without the memorable ending, that dates back to at least 1886:
I went at your bidding, and passed along their thoroughfares of trade. I ascended their mountains and went down their valleys. I visited their manufactories, their commercial markets, and emporiums of trade. I entered their judicial courts and legislative halls. But I sought everywhere in vain for the secret of their success, until I entered the church. It was there, as I listened to the soul-equalizing and soul-elevating principles of the Gospel of Christ, as they fell from Sabbath to Sabbath upon the masses of the people, that I learned why America was great and free, and why France was a slave.
Empty Pews & Selections from Other Sermons on Timely Topics, Madison Clinton Peters; Zeising, 1886, p. 35 http://books.google.com/books?id=f54PAAAAIAAJ&pg=PA35&dq=de+tochneville&ei=w1YCSbS3JoTkygS2g_mvDQ
Misattributed

Said to Enver Hoxha, on his visit to China in 1956, as quoted in Hoxha's (1986) The Artful Albanian, (Chatto & Windus, London), ISBN 0701129700

"Remaining Awake Through a Great Revolution" (31 March 1968)
1960s
Context: I say to you that our goal is freedom, and I believe we are going to get there because however much she strays away from it, the goal of America is freedom. Abused and scorned though we may be as a people, our destiny is tied up in the destiny of America.

2010s, 2016, July, This Week Interview (July 30, 2016)

Remark to Ernest Jones as quoted in The Life and Work of Sigmund Freud: Years of maturity, 1901-1919‎ (1957) by Ernest Jones, p. 60
Also quoted as, "Yes, America is gigantic, but a gigantic mistake." in Memories of a Psycho-analyst, ch.9 (1959) by Ernest Jones; and as, "America is the most grandiose experiment the world has seen, but I am afraid it is not going to be a success." in Freud: the Man and his Cause, pt. 3, ch. 12, (1980), by Ronald W. Clark; as quoted in Penguin Dictionary of Modern Quotations by Robert Andrews, Penguin Books, 2001.
Attributed from posthumous publications

2000s, 2001, First inaugural address (January 2001)
Context: Together, we will reclaim America’s schools, before ignorance and apathy claim more young lives. We will reform Social Security and Medicare, sparing our children from struggles we have the power to prevent. And we will reduce taxes, to recover the momentum of our economy and reward the effort and enterprise of working Americans. We will build our defenses beyond challenge, lest weakness invite challenge. We will confront weapons of mass destruction, so that a new century is spared new horrors. The enemies of liberty and our country should make no mistake: America remains engaged in the world by history and by choice, shaping a balance of power that favors freedom. We will defend our allies and our interests. We will show purpose without arrogance. We will meet aggression and bad faith with resolve and strength. And to all nations, we will speak for the values that gave our nation birth.