Debunked Luther: No One Can Give Himself Faith, It is a Gift of God"

Here's a Martin Luther quote found on a Facebook page dedicated to Martin Luther and the Reformation (shared from another FB page)-

Is this something Martin Luther wrote?   I don't think so. Is it something he believed? Yes. 

Documentation

From a cursory search, I found no instances of the exact "no one can give himself faith, it is a gift of God" attributed meaningfully to Luther.  The exact form of the quote though can be found in the writings of Soren Kierkegaard. In his Journals and Notebooks he states, 

Conclusion

It's within the realm of possibility that some sort of English Luther quote in this exact form exists, but I did not locate anything in this exact English form meaningfully attributed to Luther. If the quote was taken from Kierkegard "But no one can give himself faith, it is a gift of God I must pray for," notice the addition of the words, "I must pray for." In the context of Kierkegaard's remarks. he makes a concession that salvation has an aspect of human contribution. Kierkegaard follows up the comment by asking: is the desire to pray for faith also a gift of God? His point is that in some sense there must be a place for human contribution in salvation, however small, if not, the conclusion is "fatalistic election."  

Would Luther agree with Kierkegard? Granted, they were from different time periods with different concerns, however, I think Luther would oppose Kierkegard on the point. In his Preface to Romans (cf. LW 35:371), Luther states: 

Faith is a work of God in us, which changes us and brings us to birth anew from God (cf. John 1). It kills the old Adam, makes us completely different people in heart, mind, senses, and all our powers, and brings the Holy Spirit with it. What a living, creative, active powerful thing is faith! It is impossible that faith ever stop doing good. Faith doesn't ask whether good works are to be done, but, before it is asked, it has done them. It is always active. Whoever doesn't do such works is without faith; he gropes and searches about him for faith and good works but doesn't know what faith or good works are. Even so, he chatters on with a great many words about faith and good works.

Faith is a living, unshakeable confidence in God's grace; it is so certain, that someone would die a thousand times for it. This kind of trust in and knowledge of God's grace makes a person joyful, confident, and happy with regard to God and all creatures. This is what the Holy Spirit does by faith. Through faith, a person will do good to everyone without coercion, willingly and happily; he will serve everyone, suffer everything for the love and praise of God, who has shown him such grace. It is as impossible to separate works from faith as burning and shining from fire. Therefore be on guard against your own false ideas and against the chatterers who think they are clever enough to make judgements about faith and good works but who are in reality the biggest fools. Ask God to work faith in you; otherwise you will remain eternally without faith, no matter what you try to do or fabricate.

Now justice is just such a faith. It is called God's justice or that justice which is valid in God's sight, because it is God who gives it and reckons it as justice for the sake of Christ our Mediator. It influences a person to give to everyone what he owes him. Through faith a person becomes sinless and eager for God's commands. Thus he gives God the honor due him and pays him what he owes him. He serves people willingly with the means available to him. In this way he pays everyone his due. Neither nature nor free will nor our own powers can bring about such a justice, for even as no one can give himself faith, so too he cannot remove unbelief. How can he then take away even the smallest sin? Therefore everything which takes place outside faith or in unbelief is lie, hypocrisy and sin (Romans 14), no matter how smoothly it may seem to go.

From these paragraphs, it is possible to extrapolate the sentiment that faith is a gift of God. Some years back I did an entry on Luther believing faith is the gift of God.