False Promised Land

"There are no cats in America! And the streets are paved with cheese!"

- An American Tail

People, almost certainly the protagonists are in someplace bad, perhaps there was a zombie apocalypse or whatever. The point is, they not only believe there is a place they can go to that is free from problems (or at least the problems they suffer), but they think they know the identity of this place. So naturally they try to go there, on the way they might meet someone who is coming from that place who heard of a similar rumor about somewhere else, probably where they came from and this person tells them that they are in for disappointment. Or worse, they make it all the way there and see it themselves without the heads up softening the disappointment. If they are lucky, this trope is only partly in play, the problems are still there, but the conditions are slightly better or the problems aren’t as bad as where they came from (but still really bad). Alternatively the problems they were facing are gone, and instead they have to deal with other sorts of serious problems.

Film

 * Mice are lured to America in An American Tail by the belief there are no cats there, also that the streets are paved with cheese.

Myths and Religion

 * In The Bible the Israelites are led to the Promised Land, then they learn that while there are plentiful resources, as promised, there are dangers like giants. True to form, the Israelites complain causing God to send them back into the desert for 40 years, so that those that complained all die out (he would have killed them pretty much on the spot, but Moses talked and ass-kissed him out of it).

Western Animation

 * In South Park the Marsh family goes to California to get internet access, which turns out to be in short supply.