Another couple of nuggets from The Facts on File Dictionary of Cliches.

"snowball's chance in hell, no more than/not a No chance at all. The hell in question, of course, is the fabulously hot place of tradition. This term appears to have replaced the earlier no more chance than a cat in hell without claws, an eighteenth century locution that, according to Grose's Dictionary, was applied to a person quarreling or fighting against a much stronger opponent. The current cliche comes from late-nineteenth-century America; in Britain and other English-speaking countries it is sometimes put as a snowflake's chance in hell. "

It's funny to me that we went from cats to snowballs and the idea that cats would even be in hell, but I suppose that is where the word hellcat came from.

I think this next one should be brought back into usage; it has a nice cadence to it:

"snare and a delusion, a A false hope. This term was orginated by Thomas, Lord Denham (1779 - 1854), judge in the case of O'Connell vs. the Queen, who pronounced, on September 4, 1844, 'Trial by jury itself, instead of being a security to persons who are accused, will be a delusion, a mockery, and a snare.' The mockery was lost somewhere along the way, and for years the idea of a trap (snare) and vain hope (delusion) were paired to describe anything that raises one's hopes and then dashes them."