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Respectfully Quoted: A Dictionary of Quotations. 1989.

NUMBER: 1871
AUTHOR: John Gay (1685–1732)
QUOTATION: No retreat. No retreat. They must conquer or die who’ve no retreat.
ATTRIBUTION: JOHN GAY, “We’ve Cheated the Parson” (song), Polly: an Opera, air 46, act II, scene x, The Poetical Works of John Gay, ed. John Underhill, vol. 2, p. 336 (1893).