The phrase "Whom the gods would destroy, they first make mad" is spoken by Prometheus in Henry Wadsworth Longfellow's poem "The Masque of Pandora" (1875). Another version ("Those whom the gods wish to destroy they first make mad") is quoted as a "heathen proverb" in Daniel, a Model for Young Men (1854) by William Anderson Scott (1813–1885).
A prior Latin version is "Quos Deus vult perdere, prius dementat" (Life of Samuel Johnson, 1791) but this involves (presumably the Christian) God, not 'the gods'; an earlier version has Jupiter and the thought can be traced back to the play Antigone by Sophocles but even this appears to be a borrowing from an earlier, lost Greek play. See q:Euripides#Misattributed for more information.