This conversation between Frodo Baggins and Samwise Gamgee comes from Two Towers (the second book of The Lord of the Rings). An abridged and paraphrased version of the dialogue was included in the film adaptation, and you can watch it here.
‘I don’t like anything here at all,’ said Frodo, ‘step or stone, breath or bone. Earth, air and water all seem accursed. But so our path is laid. ‘
‘Yes, that’s so,’ said Sam. ‘And we shouldn’t be here at all, if we’d known more about it before we started. But I suppose it’s often that way. The brave things in the old tales and songs, Mr. Frodo: adventures, as I used to call them. I used to think that they were the things the wonderful folk of the stories went out and looked for, because they wanted them, because they were exciting and life was a bit dull, a kind of sport, as you might say. But that’s not the way of it with the tales that really mattered, or the ones that stay in the mind. Folk seem to have just been landed in them, usually – their paths were laid that way, as you put it. But I expect they had lots of chances, like us, of turning back, only they didn’t. And if they had, we shouldn’t know, because they’d have been forgotten. We hear about these as just went on – and not all to a good end, mind you; at least not to what folk inside a story and not outside it call a good end. You know, coming home, and finding things all right, though not quite the same – like old Mr. Bilbo. But those aren’t always the best tales to hear, though they may be the best tales to get landed in! I wonder what sort of a tale we’ve fallen into?’
‘I wonder,’ said Frodo. ‘But I don’t know. And that’s the way of a real tale. Take any one that you’re fond of. You may know, or guess, what kind of a tale it is, happy-ending or sad-ending, but the people in it don’t know. And you don’t want them to.’