Life is just one damn thing after another.

Elbert Hubbard (1856-1915) American writer, businessman, philosopher

The Philistine (1909-12)
    (Source)

Elbert is likely not the first to express this, though he helped to popularize it. The phrase is presented in The Philistine in a list of aphorisms, uncredited and uncited. Hubbard was the editor of the magazine, and a presumed contributor. Soon collected in Hubbard's A Thousand & One Epigrams (1911).

The earliest documented forms of this phrase show up in 1909 in various periodicals (such as Hubbard's Philistine). Also in 1909, Lilian Bell published The Concentrations of Bee:

“Bob has a motto on his wall which says ‘Life is just one damned thing after another!'” said Jimmie. But I refused to smile. I was too distinctly annoyed.

Note that the phrase is showing up (in the book) as second-hand, not necessarily as something Bell wrote.

The phrase is often attributed to Mark Twain. It is not found in Twain's works. The earliest attribution to him found is in H. L. Mencken, The American Language: A Preliminary Inquiry Into the Development of English in the United States, Sec. 9 (1919), where he says that the Twain is "commonly credited" with the phrase.

Variants:

• "Life is just one damned thing after another."
• "Life is just one darn thing after another."

More information about this quotation: Life Is Just One Damn Thing After Another – Quote Investigator®

See Zelazny.