Martin Luther said of Calvin's actions in Geneva, "With a death sentence they solve all argumentation" (Juergan L. Neve, A History of Christian Thought, vol. I, p. 285).
The quote certainly sounded like something Luther would say, but historically it didn't sound like something he would say about Calvin or Geneva. Calvin didn't get to Geneva till 1536. Then he left in 1538, and then returned in 1541, and stayed till the end of his life (1564). Calvin's time in Geneva did overlap Luther's life (Luther died in 1546), and there were instance of severe punishment in Geneva during these overlapping years. On the other hand, Luther said very little about John Calvin, and what he did say about Calvin was typically a passing comment. For instance, in 1539 Luther states in a letter "Farewell, and please greet reverently Mr. John Sturm and John Calvin; I have read their books with special pleasure" (LW 50:191). I'm not aware of any instances of Luther explicitly referring to capital punishment in Geneva, and in fact, a basic search for the word "Geneva" in the English edition of Luther's Works returned no instances of Luther using the word "Geneva." As it turns out, this quote is something Luther said, but it has nothing to do with Calvin or Geneva.
The book cited, "Juergan L. Neve, A History of Christian Thought" was not available online, so I purchased it. Note first of all, Neve's first name is often misspelled when it's referenced for this quote (it should be "Juergen"). Neve was a Lutheran (but ironically, the used copy I purchased has the imprint, "From the library of Father Thomas, please return to his study"). You can find at least one of his other books on-line. Thumbing through the book, it appears to have decent documentation, so flipping to page 285, I expected to figure out exactly what was going on with this quote. Neve states,
Calvin's mistake was his refusal to recognize the freedom of conscience. In his dealing with teachers of false doctrine within the Church, Christ speaks of excommunication after previous brotherly admonition; but neither He nor the apostles have commanded that they are to be put to death. Calvin's practice was a return to medieval methods which Luther had characterized ironically with the remark: "With a death sentence they solve all argumentation" (Mit dem Tode losenn sie alle Argumente). Luther admitted that there might be cases where in the interest of tranquility troublesome persons may be banished from the country. But he was opposed to bodily punishment for heresy.  These were his words: "Heresy can never be restrained with force. It must be grasped in another way. This is not the sort of battle that can be settled with thee sword. The weapon here to be used is God's Word. If that does not decide, the decision will not be effected by worldly force, though it should drench the whole world with blood. Heresy is a thing of the soul; no steel can cut it out, no waters can drown it.
 Luther wrote to Brenz, 1529: Man soll keine falschen Lehrer toeten; es ist genug, dass man sie verweise. We must not kill false teachers; it is enough to send them out of the country. Enders, Luther's Correspondence, 7, 211.Without going into tedious detail, Neve did not document the quote he attributed to Luther, "With a death sentence they solve all argumentation." None of the references or clues in this paragraph provide anything to actually point a person to where the quote originated from. Before someone concludes that this Lutheran writer simply made a historical error, whoever originally cited this section from Neve actually misunderstood the author's point. Neve was not saying that Luther was describing Calvin. Rather, Neve was stating that Luther's description of "medieval methods" was similar to what Neve thought of Calvin's methods in Geneva. Granted, it's very easy to see how someone could misinterpret Neve's sentence. It wasn't Luther describing Calvin, it was Neve using Luther to describe his own interpretation of Calvin. If Neve is guilty of anything, it's for not providing documentation.
So where does this quote come from? If it has nothing to do with Calvin or Geneva, who was Luther writing about? Yes, you guessed it, Luther was writing about "the papists in Rome." The quote most likely comes from a 1520 treatise from Luther entitled, Von den neuen Eckischen Bullen und Lügen (On Eck's new Bulls and Lies). A brief historical account of this writing can be found here. To my knowledge, this writing has not been translated into English. The German text can be found in WA 6 beginning on page 579. The quote in question is on page 582:
Ich halt, dass Ketzer vorbrennen daher kumm, dass sie furchten, sie kunnten sie mit Schriften nit ubirwinden; gleichwie die Papisten zu Rom, wenn sie nit mugen der Wahrheit widerstahn, wurgen sie die Leut, und mit dem Tod solviren sie alle Argument. Ein solcher Vorfechter der Wahrheit wäre mein Doctor Eck auch gerne.Here Luther says the "papists in Rome" are those who use a death as a way to solve an argument. Luther goes on to assert Eck was just such a person.
I've gone over Luther's view concerning the death penalty. See my article, Reviewing a Romanist's Use of Roland Bainton's "Here I Stand."