That sounds like the basic premise of "Waiting for Guffman". The characters of Blaine Missouri are celebrating the 150th anniversary of the settlement of their town by reenacting it. Basically the original settlers were trying to get to California but their guide managed to convince them that although they couldn't see the ocean because the tide was out, they had arrived. I just watched it the other night, pretty funny.

I wonder how often this sort of thing happened. I imagine it was pretty common, knowing how difficult travel was back then.