On an episode of the West Wing a long time ago, one of Martin Sheen's
lines was something to the effect of "Those who live outside the law
do not have the protection of the law," and he claimed it was said by
Truman Capote.  I'd like to find the actual quote, with a source
reference (i.e., 'page 25 of In Cold Blood').

That particular Capote line may come from an ancient (Esquire?)
article or interview -- around the time of publication of _In Cold
Blood_  -- but I haven't yet been able to confirm that suspicion. 
Perhaps someone else has a better memory?

But *your* memory is working just fine!   
Here's the West Wing bit (episode "The War At Home") that gave rise to
your question:
http://communicationsoffice.tripod.com/2-14.txt

" BARTLET 
  You know what Truman Capote said was the bad part 
  about living outside the law? 

  LEO
  What? 

  BARTLET
  You no longer have the protection of it...."

It might be that Truman Capote said or wrote something to that effect,
or it might be that Aaron Sorkin misremembered the source, but one or
the other was paraphrasing a passage from one of the more famous
letters ever published, De Profundis by Oscar Wilde. Writing of his
ill-advised prosecution of the Marquess of Queensberry for libel,
which resulted in his own condemnation in a subsequent trial, Wilde
assessed the irony of his position thus:

"Of course once I had put into motion the forces of Society, Society
turned on me and said, 'Have you been living all this time in defiance
of my laws, and do you now appeal to those laws for protection? You
shall have those laws exercised to the full. You shall abide by what
you appealed to.'"

Source:

De Profundis, a letter to Lord Alfred Douglas, January-March, 1897,
pg.491-492, The Letters of Oscar Wilde, ed. Rupert Hart-Davis,
Harcourt Brace, New York, 1962.

hlabadie-ga