Sahih Muslim Book 6, Hadith Number 2429.

Abu Huraira (Allah be pleased with him) reported: The Messenger of Allah (may peace be upon him) forbade (his Companions) from observing fast uninterruptedly. One of the Muslims said: Messenger of Allah, you yourself observe Saum Wisal. whereupon the Messenger of Allah (may peace be upon him) said: Who among you is like me? I spend night (in a state) that my Allah feeds me and provides me drink. When they (the Companions of the Holy Prophet) did not agree in abandoning the uninterrupted fast, then the Holy Prophet (may peace be upon him) also observed this fast with them for a day, and then for a day. They then saw the new moon and he (the Holy Prophet) said: If the appearance of the new moon were delayed. I would have observed more (fasts) with you (and he did it) by way of warning to them as they had not agreed to refrain (from observing Saum Wisal)