Preparing for the Last War

Generals are always preparing for the last war. Of course, if it ran exactly the same way as next-to-last war, there would be no point to make such a distinction, so by induction we can guess the next one isn't going to be quite the same either. Which is why the connotation is that this way they are not quite catching the train. Of course, any expectations not backed by practice would be speculative. Thus as a rule even people who actively prepare are never quite ready for what happens the next.

Literature
""The one on the end's on rockers, sir; must be the officers.""
 * The Discworld novel Pyramids has a scene involving this trope: two nations that are obviously expies of ancient Greece and Troy go to war with each other, each using the weapon that won the last war. Thus, the war begins with a dozen wooden horses arrayed on each side of the line of battle.

Web Comics

 * Schlock Mercenary had a moment with an uplifted ape [//www.schlockmercenary.com/2017-07-01 explaining] the concept to an alien new to the current galactic civilization.
 * Antihero for Hire backstory had a conflict called "The Unexpected War", in which Canada fought USA and annexed a few states… using genetically engineered dinosaurs because "the US was so busy protecting themselves against Weapons of Mass Destruction that they never made anything to protect against dinosaur attacks".

Real Life

 * The reasons the notion is popular were World War I, when Napoleonic style of warfare died because machineguns made an open massed advance suicidal, and artillery made field fortification necessary, so everyone had to adapt quickly.
 * …and then World War II, when those who expected another World War I were introduced to the concepts of mobile warfare and air war.
 * …except those who paid attention to Red October and wars in which Soviet Union was entangled, including Spanish Civil War: most high-ranked Red Army commanders participated in both last big wars, obviously considered their last and victorious big war "the way to do it right", and hopelessly mired WWI abhorrent — and taught others this way. Which in turn led to promoting very aggressive style that worked in highly mobile warfare, but was ill-prepared for adequate defence whenever "good offence" was not the best response.