He says those words in the most canonical hadith collection, Sahih al-Bukhari, Book 84, Hadith 57.
Various other canonical hadiths attest that Muhammad called for death to those who leave Islam. That's why even today all the schools of Islamic law prescribe death for apostasy from Islam.
Check out these links to news stories, and also these links to news stories about people being killed for daring to leave Islam. And many, many more such stories have been reported in the global media.
A December 2010 survey conducted by the Pew Research Center found relatively widespread popular support for the death penalty as a punishment for apostasy from Islam: in Egypt (84% of respondents in favor of death penalty), Jordan (86% in favor), Indonesia (30% in favor), Pakistan (76% favor) and Nigeria (51% in favor).
