Since we have more or less the whole of classical literature available online, you can use Google to search for it, and narrow your search to a particular website like
http://www.thelatinlibrary.com/, which has most of it. In some cases you still won't find what you're looking for, because the spelling may be different: check i for j, and u for v. Or it may just be spelled wrong. Since you ask, yes, there are very many Latin phrases floating around out there that don't have a verifiable ancient source: even if you're told that Ovid said it, it may not be true.
Anything specific, you could do worse than to ask on this forum.