I think that it may be one of those misquotes, like "Play it again, Sam" never said in "Casablanca, or "We don't need no stinkin' badges!" never said in "Treasure of the Sierra Madre."
Errol Flynn played the new sheriff in 1939's "Dodge City" but never says that line, though it was the same year as Gone With The Wind's famous, " ... Frankly, my dear, I don't give a damn!" Flynn's character says something like "If you don't like it (the new rules of law and order) then you can leave Dodge!"