I [Shapiro] e-mailed Wolfinger last year and got the following response from him:
"I said 'The plural of anecdote is data' some time in the 1969-70 academic year while teaching a graduate seminar at Stanford. The occasion was a student's dismissal of a simple factual statement -- by another student or me -- as a mere anecdote. The quotation was my rejoinder. Since then I have missed few opportunities to quote myself. The only appearance in print that I can remember is Nelson Polsby's accurate quotation and attribution in an article in PS: Political Science and Politics in 1993; I believe it was in the first issue of the year."I was led to this quote by a remark of Martin Weiss during his paper presentation at TPRC 2013 on Saturday. It led me to riff during my paper presentation that inside the Beltway, the plural of anecdotes is truth.