In the Lord of the Rings film, does the scene where Sméagol/Gollum says to himself:
"leave now and never come back"
appear anywhere in the books?
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No, it was not.
First, the full monologue, courtesy of Nilmandra of the Council of Elrond forums and reformatted by whysanity.net:
Gollum / Smeagol: We wants it. We needs it. Must have the precioussss. They stole it from us. Sneaky little hobbitsesss. Wicked, trickssssy, falssse!
No! Not Master. Yes, precious. False. They will cheat you, hurt you, lie. Master’s my friend.
(taunting) You don’t have any friends. Nobody likes YOU.
(starts to cry and whimper) Go away. Go away!
(cries, whispering) I hate you, I hate you.
(fiercely) Where would you be without me? Gollum, Gollum. I saved us. It was me. We survived because of me!
(resolute) Not anymore.
(surprised) What did you say?
Master looks after us now. We don’t need you. What? Leave now and never come back.
(louder) Leave now and never come back!
(bares teeth, growling)
Arghhhh! LEAVE NOW AND NEVER COME BACK.
(Smeagol pants and looks around for Gollum) We... we told him to go away! And away he goes, preciousss. (dances around, happily) Gone, gone, gone! Smeagol is free!
This occurs shortly after Sam and Frodo find Gollum, during a random night on the Marshes. The implication, given later scenes, is that Gollum does have a legitimate crisis of, and change in conscience while he's helping Frodo and Sam.
But in the book, that's not that case and this monologue never happens as it is. Instead, parts of this monologue are an amalgam of a couple of Gollum monologues in the book, and other parts—like the "leave now and never come back" part—is made up specifically for the adaptation.
The two component monologues come from two completely different scenes. The first one occurs in "The Taming of Sméagol" when Frodo and Sam realize it's Gollum who's been following them through the Dead Marshes, and just before Gollum realizes he's been made:
He was getting lower now and the hisses became sharper and clearer. "Where iss it, where iss it: my precious, my precious? It's ours, it is, and we wants it. The thieves, the thieves, the filthy little thieves. Where are they with my precious? Curse them! We hates them."
The second occurrs several chapters later in "The Forbidden Pool" when Anborn and Frodo attempt to capture Gollum:
Fissh, nice fissh. White Face [the Moon] has vanished, my precious, at last yes. Now we can eat in peace. No, not in peace, precious. For precious is lost; yes. Dirty hobbits, nasty hobbits. Gone and left us, gollum; and Precious is gone. Only poor Sméagol all alone. No Precious. Nasty Men, they'll take it, they'll steal my Precious. Thieves. We hates them. Fissh, nice fissh. [...]
So it went on, almost as unceasing as the waterfall, only interrupted by a faint noise of slavering and gurgling. Frodo shivered, listening with pity and disgust. He wished it would stop, and that he never need hear that voice again.
Shown here, Gollum isn't weighing Precious against his friends, the Hobbits. Rather, his only friend is Precious. He's annoyed that the Hobbits left him only insofar as they took Precious with them.
Shortly after this, Frodo attempts to get Gollum to go with him, but Gollum will not at first:
"Come, Sméagol!" said Frodo. "We are in danger. Men will kill you, if they find you here. Come quickly, if you wish to escape death. Come to Master!"
"No!" said the voice. "Not nice Master. Leaves poor Sméagol and goes with new friends. Master can wait. Sméagol hasn't finished [eating his fisshes]."
Immediately, Gollum changes his tune when he knows someone's listening, but even now he doesn't listen to Frodo, until:
"Sméagol!" said Frodo desperately. "Precious will be angry. I shall take Precious, and I shall say: make him swallow bones and choke. Never taste fish again. Come, Precious is waiting!"
There was a sharp hiss. Presently out of the darkness Gollum came crawling on all fours, like an erring dog called to heel. [...]
"Nice Master!" he whispered. "Nice hobbit, come back to poor Sméagol. Good Sméagol comes."
The movie replaces this scene with one where lovable Gollum is playing in the pool and singing without a care in the world, but the mean men brutally capture him.
But Gollum doesn't care at all about, and has no crisis of conscience regarding Frodo. He only cares so much as he is the current holder of the Ring. If he wasn't convinced Frodo had it, or he wasn't aware anyone was around, his default state is resentment merely because someone else has the Ring and he does not.
The movie, of course, changed that motivation likely to make Gollum seem more likable. To that point, it's worth noting that in the book, Frodo trusts Gollum as much as Sam does, and does not rebuke Sam for being mean to Gollum or turn him away, leaving Sam to fend for himself, when Sam overhears Gollum's plan. Rather,
Frodo and Sam both make it to Shelob's Lair together, where Gollum finally reveals what he was attempting to do.
I cannot be certain without going to check the books, but I think there is an incident that relates to this. Gollum and Smeagol did have an argument, and there was a clear winner from it. The film scene is trying to represent this in a more visual way.
I would argue that there is justification for the scene, even if it does extend the concept somewhat.