They appear to be published in these two articles, as described and cited by Snopes[1]:
Dantzig, George B. “On the Non-Existence of Tests of ‘Student’s’ Hypothesis Having Power Functions Independent of Sigma.” Annals of Mathematical Statistics. No. 11; 1940 (pp. 186-192).
Dantzig, George B. and Abraham Wald. “On the Fundamental Lemma of Neyman and Pearson.” Annals of Mathematical Statistics. No. 22; 1951 (pp. 87-93).
