Presently he heard a note which he called that of the night-warbler, a bird he had never identified, had been in search of twelve years, which always, when he saw it, was in the act of diving down into a tree or bush, and which it was vain to seek; the only bird that sings indifferently by night and by day. I told him he must beware of finding and booking it, lest life should have nothing more to show him. He said, "What you seek in vain for, half your life, one day you come full upon all the family at dinner. You seek it like a dream, and as soon as you find it you become its prey."

Ralph Waldo Emerson, "Thoreau", in The Atlantic Monthly, Vol. 10, No. 58, August 1862, pp. 239–249.

The final reported remark by Thoreau appears in The Recognitions (p. 265), and was later used by Gaddis as the epigraph for A Frolic of His Own1. It isn't hard to see why Gaddis was obsessed with this remark, which itself seems to immediately make you its prey.

  1. J. M. Tyree, “Henry Thoreau, William Gaddis, and the Buried History of an Epigraph”, New England Review, Vol. 25, No. 4, Fall 2004, pp. 148-162.