Here's a few to start:
From The Fellowship of the Ring: "The Shadow of the Past"
'I hope so,' said Frodo. 'But I hope that you may find some other better keeper soon. But in the meanwhile it seems that I am a danger, a danger to all that live near me. I cannot keep the Ring and stay here. I ought to leave Bag End, leave the Shire, leave everything and go away.' He sighed.
'I should like to save the Shire, if I could - though there have been times when I thought the inhabitants too stupid and dull for words, and have felt that an earthquake or an invasion of dragons might be good for them. But I don't feel like that now. I feel that as long as the Shire lies behind, safe and comfortable, I shall find wandering more bearable: I shall know that somewhere there is a firm foothold, even if my feet cannot stand there again.
'Of course, I have sometimes thought of going away, but I imagined that as a kind of holiday, a series of adventures like Bilbo's or better, ending in peace. But this would mean exile, a flight from danger into danger, drawing it after me. And I suppose I must go alone, if I am to do that and save the Shire. But I feel very small, and very uprooted, and well - desperate. The Enemy is so strong and terrible.'
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From The Fellowship of the Ring: "Many Meetings"
'I suppose not,' said Frodo. 'But so far my only thought has been to get here; and I hope I shan't have to go any further. It is very pleasant just to rest. I have had a month of exile and adventure, and I find that has been as much as I want.'
(Note - Frodo is speaking to Gandalf, not Sam here)
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From The Return of the King: "Homeward Bound"
'I fear it may be so with mine,' said Frodo. 'There is no real going back. Though I may come to the Shire, it will not seem the same; for I shall not be the same. I am wounded with knife, sting, and tooth, and a long burden. Where shall I find rest?'
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From The Return of the King: "The Grey Havens"
'But,' said Sam, and tears started in his eyes, 'I thought you were going to enjoy the Shire, too. for years and years, after all you have done.'
'So I thought too, once. But I have been too deeply hurt, Sam. I tried to save the Shire, and it has been saved, but not for me. It must often be so, Sam, when things are in danger: some one has to give them up, lose them, so that others may keep them.