Legal Question - Authorization

I know little about legal subject matters, and am seeking advice on what an author is allowed to do without getting a lawsuit thicker than the book in question.

Can I, without authorization, write a book that quotes an established fictional character, say "The sayings of Tony Soprano" or the like? My gut feeling tells me no, but then I find books like "Ultimate Unofficial Guide to the Mysteries of Harry Potter" and "The Encyclopedia of Animated Cartoons". The former of the two claims to be unofficial - is it possible to use the name Harry Potter on the front cover without authorization? The latter of the two books seems to be a quite extensive encyclopedia of cartoons - could the authors have gotten permission from all of the license holders?

I am aware of the fact that laws differ from country to country, but any help is much appreciated.

Roger that

I see. So the only thing the author can really do is to write the book and then see if any publisher is bold enough to print it. Unless you happen to be in the situation where you can sell books on proposal, I guess.

Well, I think I got my question answered to the extent possible, so I wish to extend my gratitude - thanks!