Musnad Ahmad 546:1

Qutaybah ibn Sa'id narrated to us, he said: Ibn Lahi'ah narrated to us, from Yazid ibn Abi Habib, from Abu Marzuq, from al-Mughirah ibn Abi Burdah, from Ziyad ibn Nu'aym al-Hadrami, he said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Four [things] Allah has obligated in Islam. Whoever comes with three, they will not avail him anything, until he comes with all of them: the prayer, the zakat, the fasting of Ramadan, and the pilgrimage to the House."