For reference, the scene in Treasure of the Sierra Madre is when Bogart is looking for gold in the mountains, and some Mexican banditos come to rob him. They claim they are federales (cops), but he says "if you're federales, where are your badges?". The reply line is (usually misquoted as) "we don't need no steeeking badges". If I recall correctly, the line is more complicated than that and doesn't actually contain those words in that order, but it's kind of stuck that way. I suppose I could look up the real line at IMDB...