This quote appears in chapter 2 of The Myths of Innovation:

“It used to be said that the facts speak for themselves. This is, of course, untrue. The facts speak only when the historian calls on them: it is he who decides to which facts to give the floor, and in what order or context… a fact is like a sack – it won’t stand up until you put something in it.”

—E.H. Carr (From the excellent What is History?)