I have to admit that I read it so long ago, I don't remember. Probably in some book such as The Teachings of the Compassionate Buddha. I'll see if I can track it down, though almost His entire philosophy is centered on the idea of the impermanence of our world. For example, Buddha's First Noble Truth, which is usually translated as "life is suffering" might be better translated as "that realization of the transitory nature of life causes a vague dissatisfaction with living that leads to suffering."