"Because it's always so attractive to be able to do good at somebody else's expense. That's the real problem of our government. Government is a way by which every individual believes he can live at the expense of everybody else. I'm just repeating what Bastiat said two centuries ago."
Context:
From the Hoover Institution's Uncommon Knowledge interview "Presidential Report Card: Milton Friedman on the State of the Union" (Peter Robinson, recorded February 10, 1999). 
Asked why voters keep backing bad government programs when they're so shrewd with their own money, Friedman traces the answer to Bastiat: government lets each person believe they can live at everyone else's expense, which is why bad programs, once entrenched as a small group's privilege, are nearly impossible to eliminate. Not from a book. No standalone video entry on this site; timestamp above links directly to the moment in the interview.