Letter to Besso's family (March 1955) following the death of Michele Besso, as quoted in Disturbing the Universe (1979) by Freeman Dyson Ch. 17 "A Distant Mirror", p. 193
Sometimes misquoted as "Reality is merely an illusion, albeit a very persistent one."
1950s
Variant: "He has departed from this strange world a little ahead of me. That means nothing. For us believing physicists, the distinction between past, present and future is only a stubborn illusion." Quoted in Einstein: His Life and Universe by Walter Isaacson (2008), p. 540 http://books.google.com/books?id=cdxWNE7NY6QC&lpg=PP1&pg=PA540#v=onepage&q&f=false.
Variant: "Now he has departed from this strange world a little ahead of me. That signifies nothing. For us believing physicists, the distinction between past, present, and future is only a stubbornly persistent illusion." Quoted in Albert Einstein: The Miracle Mind by Tabatha Yeatts (2007), p. 116 http://books.google.com/books?id=XiyyVYvQBKQC&lpg=PP1&pg=PT114#v=onepage&q&f=false.
Variant: "In quitting this strange world he has once again preceded me by a little. That doesn't mean anything. For those of us who believe in physics, this separation between past, present, and future is only an illusion, however tenacious." Quoted in The Structure of Physics by Carl Friedrich von Weizsäcker (1985), p. 288 http://books.google.com/books?id=DeexONN0zDgC&lpg=PR2&pg=PA288#v=onepage&q&f=false.
Variant: "Now he has departed a little ahead of me from this quaint world. This means nothing. For us faithful physicists, the separation between past, present, and future has only the meaning of an illusion, though a persistent one." Quoted in Einstein and Religion by Max Jammer (2002), p. 161 http://books.google.com/books?id=TnCc1f1C25IC&lpg=PP1&pg=PA161#v=onepage&q&f=false.
Variant: "Now he has preceded me by a little bit in his departure from this strange world as well. This means nothing. For those of us who believe in physics, the distinction between past, present, and future is only an illusion, however tenacious this illusion may be." Quoted in Einstein: A Biography by Jürgen Neff (2007), p. 402 http://books.google.com/books?id=B8K6n177ZwcC&lpg=PP1&pg=PA402#v=onepage&q&f=false