While this is Emma Goldman's most famous "quote," there is no documentation that she ever actually said or wrote this anywhere.

The quote is actually a paraphrase. An explanation, w/the original quote + context, is Alix Kates Shulman's article "Dances with Feminists" -- via the amazing Emma Goldman Papers site.

In her 1931 autobiography, "Living My Life", she put it like this:

At the dances I was one of the most untiring and gayest. One evening a cousin of Sasha [Alexander Berkman], a young boy, took me aside. With a grave face, as if he were about to announce the death of a dear comrade, he whispered to me that it did not behoove an agitator to dance. Certainly not with such reckless abandon, anyway. It was undignified for one who was on the way to become a force in the anarchist movement. My frivolity would only hurt the Cause.

I grew furious at the impudent interference of the boy. I told him to mind his own business, I was tired of having the Cause constantly thrown into my face. I did not believe that a Cause which stood for a beautiful ideal, for anarchism, for release and freedom from conventions and prejudice, should demand the denial of life and joy. I insisted that our Cause could not expect me to become a nun and that the movement should not be turned into a cloister. If it meant that, I did not want it. "I want freedom, the right to self-expression, everyboy's right to beautiful, radiant things." Anarchism meant that to me, and I would live it in spite of the whole world--prisons, persecution, everything. Yes, even in spite of the condemnation of my own comrades I would live my beautiful ideal.
[Living My Life (New York: Knopf, 1934), p. 56]