Wild Goose Chase
Meaning
When someone tries to do something but it does not provide any result i.e. a hopeless quest for something.
Origin
Shakespeare used it in Romeo and Juliet, 1592:
Romeo: Switch and spurs, switch and spurs; or I’ll cry a match.
Mercutio: Nay, if thy wits run the wild-goose chase, I have done, for thou hast more of the wild-goose in one of thy wits than, I am sure, I have in my whole five.