“I have a habit of leaving places at the wrong time, just when something big may have happened for me.”
As quoted in Up-tight: the Velvet Underground story (2002) by Victor Bockris and Gerard Malanga.
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Introduction
Myth and Meaning (1978)

Letter to Mahatma Gandhi (1933), as quoted in "Nehru's Faith" by Sunil Khilnani, in The New Republic (24 May 2004), p. 27 http://web.archive.org/web/20041022115314/http://www.sais-jhu.edu/pubaffairs/SAISarticles04/Khilnani_NR_052404.pdf
Context: Religion is not familiar ground for me, and as I have grown older, I have definitely drifted away from it. I have something else in its place, something older than just intellect and reason, which gives me strength and hope. Apart from this indefinable and indefinite urge, which may have just a tinge of religion in it and yet is wholly different from it, I have grown entirely to rely on the workings of the mind. Perhaps they are weak supports to rely upon, but, search as I will, I can see no better ones.
Source: Dominion: The Power of Man, the Suffering of Animals, and the Call to Mercy

O interview (2003)
Context: I'm going to tell you something: There's an element to that passion that I always leave out and that I have recently learned to understand, and it has helped me a lot. … I was okay if it didn't happen. … I didn't realize this before. As long as I knew I did my very, very best, I was okay. I was so okay that when I made the transition from Mexico to Los Angeles, I said to myself I have something now. Is it what I want? No. I was making money, I was an actress, and I was famous. It looked like it's what I wanted, but it was not. And I was wise enough to recognize it. It's what others would think that I'd want, and sometimes that makes you feel it's good enough... To be able to brag a lot on life — that's everybody's dream... But is it your dream? And it wasn't my dream. And so I said that I'm going to leave it. This means I go there, and maybe it doesn't happen. And I am trading this, which looks like it's great, for this nothing that could be anything. … And then I was excited about being brave about it and saying, "What I left didn't grab me by the balls."