Did Nietzsche say "God is dead?"

Well, not in his own words. Austin Cline explains the passage here. Nietzsche put the famous words in the mouth of a madman.

So apparently, this madman can't be talking about the literal God believed in by so many theists. Instead, he's talking about what this god represented for European culture, the shared cultural belief in God which had once been its defining and uniting characteristic.