May you live in interesting times, often referred to euphemistically as the Chinese curse, is reputed to be the English translation of an ancient Chinese proverb and curse, although it may have originated among the English themselves (or Americans). It is reported that it was the first of three curses of increasing severity, the other two being:
No known user of the English phrase has supplied the purported Chinese language original, and the Chinese language origin of the phrase, if it exists, has not been found, making its authenticity, at least in its present form, very doubtful. One theory is that it may be related to the Chinese proverb, "It's better to be a dog in a peaceful time than be a man in a chaotic period" (寧為太平犬，不做亂世人; pinyin: níng wéi tàipíng quǎn, bù zuò luànshì rén).
The saying has also been attributed to the fictional Chinese storyteller Kai Lung invented by the English Edwardian author Ernest Bramah, who wrote many pieces of fiction involving the character between 1896 and his death in 1942, but its appearance in any of his stories has also yet to be documented.
The Yale Book of Quotations gives a citation for the phrase “May you live in interesting times” as follows “American Society of International Law Proceedings vol. 33 (1939).” The Yale Book of Quotations also states that “No authentic Chinese saying to this effect has ever been found.” 
A suggestion that a slight variant of the phrase was in use “many years” before 1936 is provided by an attestation from 1939. Frederic R. Coudert, a Trustee of Columbia University, later a member of the United States House of Representatives, presented opening remarks at a meeting of the “Academy of Political Science” in 1939. In his remarks the phrase “May you live in an interesting age” is labeled a Chinese curse. Coudert cites a letter from Austen Chamberlain, half-brother of British Prime Minister Neville Chamberlain, for introducing him to the curse. He also says that Chamberlain learned about the curse from a British diplomat in China:
|Some years ago, in 1936, I had to write to a very dear and honored friend of mine, who has since died, Sir Austen Chamberlain, brother of the present Prime Minister, and I concluded my letter with a rather banal remark, "that we were living in an interesting age." Evidently he read the whole letter, because by return mail he wrote to me and concluded as follows: "Many years ago, I learned from one of our diplomats in China that one of the principal Chinese curses heaped upon an enemy is, 'May you live in an interesting age.'" "Surely", he said, "no age has been more fraught with insecurity than our own present time." That was three years ago.|
— Frederic R. Coudert, Proceedings of the Academy of Political Science, 1939
Another piece of evidence that the phrase was in use as early as 1936 is provided by a memoir written by Hughe Knatchbull-Hugessen who was the British Ambassador to China in 1936 and 1937. The memoir describes an instance of a friend of Knatchbull-Hugessen using the phrase:
|Before I left England for China in 1936 a friend told me that there exists a Chinese curse — "May you live in interesting times". If so, our generation has certainly witnessed that curse's fulfilment.|
— Hughe Knatchbull-Hugessen, Diplomat in Peace and War, 1949
Since the memoir was published in 1949 the chronological evidence it gives is indirect. The accuracy of the 1936 date depends on the precision of Knatchbull-Hugessen’s memory. But the quote is consistent with the timeline of his Ambassadorial service in China. The text of the book is searchable via Google Book Search.
Another use of the phrase occurred in 1950, when the April issue of Astounding Science Fiction included the saying in one of the magazine's stories entitled "U-Turn". The story was penned by Eric Frank Russell under the name Duncan H. Munro.
The saying was used by Robert F. Kennedy in his Day of Affirmation Address in Cape Town, South Africa, in 1966. It has been quoted in the TV series The Sopranos, Magnum, P.I., Star Trek: Voyager, was part of a speech delivered by the character Bob Garvin (Donald Sutherland) near the end of the 1994 film Disclosure, and also appears in Dean Koontz's 1996 novel Tick Tock.
The saying is referenced in the title and text of Terry Pratchett's 1994 Discworld novel Interesting Times. The same title is used for the autobiography of the historian Eric Hobsbawm, and for writer George Packer's New Yorker blog (which focuses on the Iraq war and other political issues).
May You Live in Interesting Times is the title of a short story collection published in 1995 by the writer Tereze Gluck.
"May You Live in Interesting Times" is the title of a section in the book Kingdom of Fear by journalist and writer Hunter S. Thompson. The phrase was "told to [Thompson] by an elderly dope fiend on a rainy night in Hong Kong near the end of the War in Vietnam". The chapter containing the section refers to Thompson's work as a war correspondent.