Klatchian Mist
An Ankh-Morpork metaphor for a thing that does not exist. In Überwald there is a similar expression: "The Fifth Elephant". (Corgi PB, pp 88-89)
Klatch, everyone knows, is an arid desert country with little moisture, mist, or rain. Add the foreignness of Klatch, where everything is strange, untrustworthy and mysterious and you get a sense of fraud or deceit.