The reference is his letter of May 1st to 4th, 1794, which appeared in Clarke and M'Arthur, vol 1. p. 164, and was included in Nicolas vol 1, p. 390-391:
Quote:
TO MRS. NELSON.
[From Clarke and M'Arthur, vol 1. p. 164.]
May 1st to 4th, 1794.
My dear Fanny,
I need not, I am certain, say, that all my joy is placed in you, I have none separated from you; you are present to my imagination be where I will. I am convinced you feel interested in every action of my life; and my exultation in victory is two-fold, knowing that you partake of it. Only recollect that a brave man dies but once, a coward all his life long. We cannot escape death ; and should it happen to me in this place, remember, it is the will of Him, in whose hands are the issues of life and death. As to my health, it was never better, seldom so well. I have no fears about the final issue of the Expedition—It will be victory, Bastia will be ours ; and if so, it must prove an event, to which the history of England can hardly boast an equal. Time will show the Enemy's force; if it is small, the Fiorenzo Commanders ought to be blamed; if it is large, they are highly culpable, for allowing a handful of brave men to be on service unsupported. My only fears are, that these soldiers will advance when Bastia is about to surrender, and deprive us of part of our glory. The King, we trust, will draw the line of our deserts.
...
My 'knack' is simply to bang the remembered words into Google Books, adding in 'Nelson' to narrow the search:
http://books.google.co.uk/books?um=1&lr ... arch+Books
The words aren't quite correct, but are close enough to bring up results which contain the exact quotation, and putting the exact quotation into Google Books then brings up Nicolas (and the Naval Chronicle):
http://books.google.co.uk/books?um=1&lr ... fe+long%22
Much quicker than thumbing through 'real' books, and Google also adds a bit of serendipity to the process - With Nelson Mandela mentioned in the thread on the other Nelsons, it's interesting to see from one of the results in the first search above that he was also inspired by the same Shakespeare passage.