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wild goose chase
A prolonged or chaotic search for something that is difficult to find (often because it does not exist). I've been on a wild goose chase trying to find a bag of Dan's favorite potato chips. Those jerks sent me on a wild goose chase to find a copy of a book that hasn't been released yet!
a worthless hunt or chase; a futile pursuit. I wasted all afternoon on a wild-goose chase. John was angry because he was sent out on a wild-goose chase.
See also: chase