At least as attributed to him:
I believe that religion, generally speaking, has been a curse to mankind - that its modest and greatly overestimated services on the ethical side have been more than overcome by the damage it has done to clear and honest thinking.
I believe that no discovery of fact, however trivial, can be wholly useless to the race, and that no trumpeting of falsehood, however virtuous in intent, can be anything but vicious.
I believe that all government is evil, in that all government must necessarily make war upon liberty...
I believe that the evidence for immortality is no better than the evidence of witches, and deserves no more respect.
I believe in the complete freedom of thought and speech...
I believe in the capacity of man to conquer his world, and to find out what it is made of, and how it is run.
I believe in the reality of progress.
I - But the whole thing, after all, may be put very simply. I believe that it is better to tell the truth than to lie. I believe that it is better to be free than to be a slave. And I believe that it is better to know than be ignorant.
http://www.io.com/gibbonsb/mencken/
Jeff