What memories did the Doctor suddenly realize in The Waters of Mars?

Question

In The Waters of Mars, after the rocket explodes, the Doctor stands there remembering words he said before:

DOCTOR [memory]: I'm not just a Time Lord, I'm the Last of the Time Lords. They'll never come back. Not now. I've got a Tardis. Same old life, last of the Time Lords. And they died and took it all with them. The walls of reality closed, the worlds were sealed, gone for ever. The Time Lords kept their eye on everything. It's gone now. But they died, the Time Lords! All of them, they died. I'm the last of the Time Lords.

Then he went back into the base and said:

DOCTOR: Yes, because there are laws. There are Laws of Time. Once upon a time there were people in charge of those laws, but they died. They all died. Do you know who that leaves? Me! It's taken me all these years to realise the Laws of Time are mine, and they will obey me! and also we're fighting time itself. And I'm going to win!

What exactly was he remembering where he said these things? And what made him go back to the base after leaving?

Answer 1

As far as I can tell, the full quote the Doctor's remembering never actually happened on-screen. If you listen to the relevant scene from The Waters of Mars where he remembers this, it doesn't sound like a single monologue but rather several different lines from different memories that just happen to be about the same subject.

I can find exactly one of those lines in a previous episode, namely at the very end of Gridlock when the Doctor tells Martha his backstory.

DOCTOR: I lied to you, because I liked it. I could pretend. Just for a bit, I could imagine they were still alive, underneath a burnt orange sky. I'm not just a Time Lord. I'm the last of the Time Lords. The Face of Boe was wrong. There's no one else.

MARTHA: What happened?

DOCTOR: There was a war. A Time War. The last Great Time War. My people fought a race called the Daleks ...

It's likely that all of the other lines simply happened off-screen.

---

But the reason he went back to the base is very simple: He got fed up with letting people die.

Remembering how his entire race died at this point in the story is important not only because it means there are no other Time Lords to try and stop him, but also because seeing so much death during the Time War is part of the reason he can't stand to see any more (at least, not without trying to stop it).

---

Incidentally, although in this episode the Doctor fails to save them, in a later season he does succeed in changing an event that happens to be a fixed point in time...and we find out exactly why you shouldn't do that.

Answer 2

The quotes he remembers in The Waters of Mars are a mix of quotes from various old episodes, and I think I've managed to gather them together as follows (emphasis mine):

1. I'm not just a Time Lord. I'm the last of the Time Lords.

   _{-- Series 3 Episode 3, Gridlock}

2. But when they died, that part of me died with them. It'll never come back. Not now.

   _{-- Series 4 Episode 6, The Doctor's Daughter}

3. I've got the Tardis. Same old life, last of the Time Lords.

   _{-- Series 2 Episode 13, Doomsday}

4. When the Time Lords kept their eye on everything, you could hop between realities, home in time for tea. Then they died, and took it all with them. The walls of reality closed, the worlds were sealed.

   _{-- Series 2 Episode 5, Rise of the Cybermen}

5. But they died, the Time Lords. All of them. They died.

   _{-- Series 3 Episode 11, Utopia}