That sounds like the basic premise of "Waiting for Guffman". The characters of Blaine Missouri are celebrating the 150th anniversary of the settlement of their town by reenacting it. Basically the original settlers were trying to get to California but their guide managed to convince them that although they couldn't see the ocean because the tide was out, they had arrived. I just watched it the other night, pretty funny.
I wonder how often this sort of thing happened. I imagine it was pretty common, knowing how difficult travel was back then.
It's one of those things that is both baffling from one angle ("Why would you go to all that effort, sell all of your meager belongings you can, pack what you can carry, abandon the rest, outfit yourself, say goodbye to everyone and everything you know, leave them all behind, and then just ... give up?") and simultaneously oh-so-understandable, that process of realizing you're not going to be able to achieve that thing you wanted, that you thought you wanted.
Maybe you still do; maybe you have realized there's something else you want more. Maybe you can give up your goal without effort; maybe you spend the rest of your life rationalizing or regretting your decision to give up when you did. Maybe your attempt cost you something that makes having or not having what you wanted irrelevant, and the rest of your life is just ashes, muddling on.
I wonder how often this sort of thing happened. I imagine it was pretty common, knowing how difficult travel was back then.