"We must do something. This is something. Therefore, we must do this." is a fallacy. (The Politician's Syllogism.) Mencken's statement pretty clearly includes the course of action of not taking action; he's stating that any action is not necessarily better than no action, and that taking on any belief is not necessarily better than holding no belief.
A monthly thread for posting rationality-related quotes you've seen recently (or had stored in your quotesfile for ages).