Often attributed to Twain, but of unknown origin. http://www.pbs.org/marktwain/scrapbook/04_trouble/ http://www.greenspun.com/bboard/q-and-a-fetch-msg.tcl?msg_id=009Ckt http://www.sfgate.com/cgi-bin/article.cgi?file=/c/a/2005/08/19/MNGOBEA9JI1.DTL This entry from Quote Investigator http://quoteinvestigator.com/2011/11/30/coldest-winter/ discusses some possible early sources.
Twain did write, in Roughing It http://www.gutenberg.org/files/3177/3177.txt:
The climate of San Francisco is mild and singularly equable. The thermometer stands at about seventy degrees the year round. It hardly changes at all. You sleep under one or two light blankets Summer and Winter, and never use a mosquito bar. Nobody ever wears Summer clothing. You wear black broadcloth--if you have it--in August and January, just the same. It is no colder, and no warmer, in the one month than the other. You do not use overcoats and you do not use fans. It is as pleasant a climate as could well be contrived, take it all around, and is doubtless the most unvarying in the whole world. The wind blows there a good deal in the summer months, but then you can go over to Oakland, if you choose--three or four miles away--it does not blow there.
Misattributed
