Vol. 2, ch. 18, p. 20 books.google http://books.google.de/books?id=d68gSzbih8QC&q=remarked
On his famous remark, in August of 1914, about the impending outbreak of the First World War
Cf. John Alfred Spender: Life, Journalism and Politics, Vol. 2, Frederick A. Stokes Company, New York 1927. Chp. 20, p. 14 archive.org http://www.archive.org/stream/lifejournalismpo02jasprich#page/14/mode/2up and w:The lamps are going out.
Twenty-five Years (1925)
Context: A friend came to see me on one of the evenings of the last week — he thinks it was on Monday, August 3rd. We were standing at a window of my room in the Foreign Office. It was getting dusk, and the lamps were being lit in the space below... My friend recalls that I remarked on this with the words, "The lamps are going out all over Europe: we shall not see them lit again in our life-time."