I heard this story in the early 80's, but came to wonder if it were apocryphal. Reading Winters' biographical material over the last few days, there are strong hints it might be true after all.
Dr. Frank Fields, a psychologist at my hospital had done part of his training at a sanitarium in NoCal in the mid 1960's. His story was that Jonathan Winters had been a patient there and was still legendary at the place. Winters was once brought in after being arrested for cavorting in a fountain drunk and naked. (A biography suggests that he was climbing the mast of an historic ship in San Francisco while drunk and naked. Pretty close.) In one of the group sessions shortly after, a psychologist asked "Well Jonathan, have we learned anything from this experience?"
"Yes," said Winters with a confidential grin. "I learned we should never land on this planet one at a time."