This is the quote I was looking for.
Q: Its premise is that those who have recently died are taken to a waiting room for one week, during which time they must choose only a single memory from their entire lives which will endlessly replay for them, while all of their other memories are erased.
Vonnegut: So everybody's fucking, right?
Q: See, that's the peculiar thing. Maybe in your world or mine, everybody's fucking. But in this movie, some of the memories are much simpler, almost elegant. Many people can't choose a memory at all.
Vonnegut: See, that's a whole different culture. I don't know anything about it.
Q: Any idea what memory you might choose?
Vonnegut: [Long pause] I think it would be the moment where I was doing everything right, where I was beyond criticism. It was back in World War II. It was snowing, but everything was black. The trucks were rolling in. I was surrounded by my buddies. And my rifle was between my knees, my helmet on my head. I was ready for anything. And I was right where I belonged. That would be the moment. It would have to be the moment.
Q: There are not many moments in a man's life like that, I would imagine.
Vonnegut: No. But you know who gets those kinds of moments all the time? A musician. They're doing exactly what they're supposed to do. I look at a symphony orchestra and everybody's doing exactly right. How the fuck do they do that? It's like watching somebody's who's just inherited a big bunch of money. "Well, enjoy yourself.... I'm just gonna fuck off — you know what I'm saying."
Sometimes I feel like that. The transcendent concerts are the ones where you've felt like that for weeks, but suddenly you're playing and people are there and none of it matters anymore. You know exactly what to do, but you forget it all and just play because you love it. That's about half of what he means, I think.