Woodrow Wilson, Address at Pueblo, Colorado (September 25, 1919), in Addresses of President Wilson
(Washington: Government Printing Office, 1919), pp. 359-370 (at 359):
I want to say — and I cannot say too often — any man who carries a hyphen about with him, carries a dagger that he is ready to plunge into the vitals of this Republic whenever he gets ready. If I can catch any man with a hyphen in this great contest I will know that I have got an enemy of the Republic.
Id., Address at St. Paul, Minnesota (September 9, 1919), pp. 107-116 (at 108-109):
For my part, I think the most un-American thing in the world is a hyphen. I do not care what it is that comes before the word "American." It may be a German-American, or an Italian-American, a Swedish-American, or an Anglo-American, or an Irish-American. It does not make any difference what comes before the "American," it ought not to be there, and every man who comes to take counsel with me with a hyphen in his conversation I take no interest in whatever. The entrance examination, to use my own parlance, into my confidence is, "Where do you put America in your thoughts? Do you put it first, always first, unquestionably first?" Then we can sit down together and talk, but not otherwise.
Id., Address at San Francisco (September 17, 1919), pp. 219-229 (at 228):
That settles that matter, and even some of my fellow countrymen who insist upon keeping a hyphen in the middle of their names ought to be satisfied with that. Though I must admit that I do not care to argue anything with a hyphen. A man that puts anything else before the word "American" is no comrade of mine, and yet I am willing even to discomfit him with a statement of fact.
Update from Dave Berg:
You might be interested to know that Roosevelt, who greatly disliked Wilson, held the same opinions on hyphenation.
We welcome the German or the Irishman who becomes an American. We have no use for the German or Irishman who remains such. We do not wish German-Americans and Irish-Americans who figure as such in our social and political life; we want only Americans, and, provided they are such, we do not care whether they are of native or of Irish or of German ancestry. We have no room in any healthy American community for a German-American vote or an Irish-American vote, and it is contemptible demagogy to put planks into any party platform with the purpose of catching such a vote. We have no room for any people who do not act and vote simply as Americans and nothing else. Forum, April 1894, found in Theodore Roosevelt Cyclopedia, CD edition, pp. 15-16.
I do not believe in hyphenated Americans. I do not believe in German-Americans or Irish-Americans; and I believe just as little in English-Americans. Metropolitan, October 1915, TR Cyclopedia, p. 16.