He asked, in particular, about this:
"My ancestors may not have come over on the 'Mayflower' but they met 'em at the boat!"
Those seventeen words are all over the Internet, from one quotations page to the next. But!!! That is not all Rogers said...
Take a look at The Papers of Will Rogers: The Early Years, by Will Rogers, Arthur Frank Wertheim, and Barbara Bair. See, specifically, page 31. I'm using bold to mark the part that is left off in all those quotation sites:
"When questioned about his heritage in a scene in one of his films, he informed a passport officer, who had inquired whether he was an American citizen, that his mother and father were both part Cherokee and he "was born and raised in Indian Territory. Course I'm not one of these Americans whose ancestors come over on the Mayflower, but we met 'em at the boat when they landed. And its always been to the everlasting discredit of the Indian race that we ever let 'em land."
That passage is footnoted, and the corresponding note reads (p. 39):
"This passport office scene is from the 1930 Fox film, So This Is London. Rogers continued his soliloquy by reaffirming his statement in the face of scandalized expressions from a pair of onlookers: "It was," he said, referring to the discredit due the Indians for letting the Pilgrims land. "That's the only thing that I'd ever blame the Indians for."
Interesting, isn't it? What gets left off? I wonder about biographies of him, written for children and young adults. Is the full quote in them?