Tall story - Idioms by The Free Dictionary
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A story that is greatly exaggerated or particularly imaginative, such that it is difficult to believe; a tall tale. My uncle has always been fond of telling tall stories about his time overseas. I used to believe him when I was a kid, but now I've learned to just laugh along.
a ˌtall ˈstory (especially British English) (American English usually a ˌtall ˈtale) a story which is very difficult to believe: What she says about her grandfather being a foreign prince sounds like a tall story to me. ♢ There were many tall tales told later about the events of that day.