Your name is mud
You can’t have your cake and eat it too.
You can’t take it with you
You can’t teach an old dog new tricks.
You show me the man and I’ll show you the rule.
You can’t win them all.
You can say that again
You can lead a horse to water but you can’t make it drink.
Your Guess Is as Good as Mine
You can’t fit a round peg in a square hole.