ATC: Saratoga 12345, traffic at 3,000 feet (same altitude), 1 O'Clock, 3 miles opposite direction.

Saratoga 12345: Roger, looking for traffic.

(long pause)

Saratoga 12345: Approach, Saratoga 12345, no joy on that traffic, can you give us a better location on it?

ATC: I can give you a much better location ... he's 2 miles behind you. Traffic no longer a factor. In spite of your best efforts, the Big Sky theory wins again.