Musnad Ahmad 1060:6

Al-Hakam ibn Nafi' narrated to us, Isma'il ibn 'Ayyash narrated to us, from Damdam ibn Zur'ah, from Shurayh ibn 'Ubayd, that Abu Ruhm al-Sam'i used to narrate that Abu Ayyub al-Ansari narrated to him, that the Prophet, peace and blessings of Allah be upon him, used to say: "Indeed, every prayer removes the sin that is between it and the one before it."