I'm looking for the Lincoln quote that says something like: "If we
don't know where we've been, we won't know where we are going."

I have not found a quote from Abraham Lincoln, but this quote from
documentary filmmaker Ken Burns is very similar:

"How can we possibly know where we are going unless we know where it
is we have been?"
 
Ken Burns, Historian and Documentary Filmmaker, 1997" 

http://www.msubillings.edu/history/Edge204F98.htm

There is a connection between Ken Burns and Abraham Lincoln: Burns was
the creator of a documentary miniseries called "The Civil War" that
featured material about Lincoln.

Other similar quotes:

"James Burke, in his celebrated Public Broadcasting System television
series, 'Connections', insists that "we cannot know where we are going
unless we know where we have been."

http://books.nap.edu/books/0309048818/html/45.html

"We can't know where we are going, unless we know where we have been."
- Studs Terkel"

http://www.electricarrow.com/CARP/agbiz/agex-69.html

"In the words of Malcolm X, "we can?t know where we?re going unless we
know where we?ve been."

http://www.fortapache.net/screed/newscreed.html