For many immigrants to the United States (and especially to New York, through the Ellis Island immigration station), American was thought to be the “Golden Land” of opportunity, where the streets were paved with gold. Brooklyn humorist Sam Levenson (1911-1980) said in 1956 and 1959 that his father soon discovered:
 
1. The streets were not paved with gold,
2. The streets were not paved, and
3. He was expected to pave them.
 
The remark is sometimes credited to an Italian immigrant who went through Ellis Island in 1902 or 1903, but the story is not cited in print until Levenson told it in the 1950s.
 
     
Wikipedia: Sam Levenson
Samuel Levenson (December 28, 1911 – August 27, 1980) was an American humorist, writer, teacher, television host, and journalist.
   
July 1956, Woman’s Day (New York, NY), “Jack Cluett’s TV for July,” pp. 8-9:
Two for the Money. Saturdays. Herb Shriner has had it and Sam Levenson has got it. Saturday night on CBS, that is. Nobody but nobody laughs at life and at the same time laughs at Sam Levenson more heartily than Sam Levenson. He told me over a chef’s salad that his father came over to this Land of Opportunity in the early days because he had heard the streets were paved with gold. “When Papa arrived,” Sam told me, “he quickly found out that the streets were not paved with gold. In fact, the streets weren’t even paved. It wasn’t very long,” Sam continued, “before Papa discovered he was supposed to pave them.”
   
16 February 1959, Daily Defender (Chicago, IL),  “Who Said This?,” pg. 19, col. 3:
Sam Levenson on CBS Godfrey show had this to say:
 
“My folks were immigrants and they fell under the spell of the American legend that the streets of America were paved with gold. When Pop got here, though, he found out three things: (1) The streets were not paved with gold; (2) the streets were not paved; (3) he was supposed to do the paving.”
 
Old Fulton NY Post Cards
13 May 1959, Brooklyn (NY) Daily, “Magic Carpet Over Broadway” by Joe Kaliff, pg. 16, cols. 2-3:
THE THIEF OF BAD GAGS: Sam Levenson told this one on television recently: “My folks were immigrants and they fell under the spell of the American legend that the streets of America were paved with gold. When pop got here, though, he found out three things: (1) the streets were not paved with gold. (2) the streets were not paved. (3) he was supposed to do the paving.”
 
15 October 1961, Boston (MA) Sunday Advertiser, “In One Ear” by Joe McCarthy, The American Weekly, pg. 6, col. 2:
SAM LEVENSON says that when his immigrant father arrived in America from Europe he made three important discoveries:
 
1. The streets were not paved with gold.
2. The streets were not even paved.
3. He was expected to pave them.

23 March 1971, Mitchell (SD) Daily Republic, “Chewing the Fat” by Mark Winheld, pg. 3, col. 5:
As a matter of fact (just play along and don’t ask questions), one forebear migrated to the New World because he heard the streets were paved with gold. On arriving, he found out three things: (1) the streets were not paved with gold, (2) the streets were not paved, and (3) he was supposed to grab a shovel and start paving them.
   
25 October 1975, North Hills (PA) News Record, “Bicentennial special tells about American immigrants.” TV-Entertainment Review, pg. 2, col. 3:
“Many left Liverpool half-believing the legend that American streets were paved with gold, but on arrival they soon learned three facts 1 The streets were not paved with gold 2 They were not paved at all And 3 They were expected to do the work of paving them.”
(Spoken by reporter David Brinkley.—ed.)
     
Google Books
The Unmaking of Americans:
How Multiculturalism Has Undermined the Assimilation Ethic
By John J. Miller
New York, NY: Free Press
1998
Pg. 211:
“I came to America because I had heard the streets were paved with gold,” remarked an Italian immigrant in 1903, “and I found three things. One: The streets were not paved with gold. Two: The streets were not paved at all. Three: I was expected to pave them.”
   
Google Books
Live & be Well:
A Celebration of Yiddish Culture in America from the First Immigrants to the Second World War
By Richard F. Shepard and Vicki Gold Levi
New Brunswick, NJ: Rutgers University Press
2000
Pg. 70:
Goldene Medine The “Golden Land”— it was the catchall phrase that defined the dream harbored by America-bound Jews pouring out of the cities and shtetlekh of Eastern Europe in the late nineteenth and early twentieth centuries. Dream and reality, however, differed greatly. One story told by thousands of immigrants to their children and grandchildren summarized the disparity precisely: “When I left for America, I was told the streets were paved with gold. When I got here, I found that not only were they not paved with gold, they weren’t paved at all. And not only weren’t they paved, but I was expected to pave them!”
 
Google Groups: alt.usage.english
Language specificity critical for nurses
Eric Walker
4/13/02
(...)
Time, I suppose, for the old Sam Levinson line:
 
My grandfather came to America because he had heard that the streets were paved with gold.  He quickly found out three things: the streets were not paved with gold; the streets were not paved; he would be the one paving them.
     
Google Books
Unfit to Be a Slave
By David Greene
Boston, MA: Sense Publishers
2015
Pg. 44:
On the wall at Ellis Island, the port of entry for many immigrants in the past, there is a quote from an Italian immigrant reaching America in 1902. He wrote that, “Before I came here, I thought that the streets were paved with gold. Very soon, I learned three things. One, the streets were not paved with gold. Two, the streets were not paved, and three, that I was supposed to pave them.”
 
Spun Today
JULY 29, 2016
Comedians in Cars getting Coffee - Sn.8 Ep.5 Jerry Seinfeld & Lorne Michaels
Lorne Michaels:  There’s an old Shelley Berman joke.  About [when] his grandfather came to America.  He was told that the streets were paved with gold.  And when he got to America he found out 3 things:
 
1. That the streets were not paved with gold
 
2. That the streets were not paved.
 
3. That he was gonna be the guy paving them.
 
And I think that anything you start ... you’re in that position. 
 
Reddit—Jokes
When my grandfather came to America he was told the streets were paved with gold
submitted January 17, 2018 by splattne
And when he got to America he found out three things:
 
That the streets were not paved with gold
That the streets were not paved
That he was gonna be the guy paving them
[old Shelley German joke, told by Lorne Michaels in Comedians in Cars Getting Coffee]
COMMENTS
Stillabrat
I think you mean Shelley Berman.