"Europe today is a powder keg and the leaders are like men smoking in an arsenal … A single spark will set off an explosion that will consume us all … I cannot tell you when that explosion will occur, but I can tell you where … Some damned foolish thing in the Balkans will set it off"
This earlier answer by /u/Aleksx000 suggests that there is no proof he ever said the quotation, and offers some information on where it might come from.