Between a sentence and a list or explanation:
They have only one option left now: turn themselves in and apologize.

Quotations with independent clauses:
My German Professor had this to say about grammar: "Spoken language came first. Grammar is just an attempt to explain the mess after the fact."

*Notice the difference between this sentence and the one above:
My German Professor said, "Spoken language came first. Grammar is just an attempt to explain the mess after the fact."