The words of this famous epigram on the Greek monument at the site of the Battle of Thermopylae, written by Simonides of Ceos, have sometimes been presented as if they were literally words of Leonidas; some translations follow:
Go, stranger, and to Lacedaemon tell
That here, obeying her behests, we fell.
Go, stranger, and to Sparta tell,
That faithful to her laws we fell.
Tell Sparta, stranger passing by,
That faithful to her laws we lie.
For a discussion of the epigram and more of its numerous translations, see the Wikipedia article: Battle of Thermoplyae.
It is said that on the eve of battle, he was told by a native of Trachis that the Persian archers were so numerous that, when they fired their volleys the mass of arrows blocked out the sun. Dienekes, however, quite undaunted by this prospect, remarked with a laugh, "Good. Then we'll have our battle in the shade."
Herodotus, in Histories; the remarks of Dienekes have sometimes become attributed to Leonidas.