Sometimes all of us need to admit that we've reached the end of our research on a particular person or a particular lineage. Maybe records have been destroyed or were not even created during the time period we need. Maybe your ancestor changed his name and the original simply will never be known.
There are situations where, unless new records are discovered or finding aids are created, research will reach a standstill.
Sometimes it's good to know when there's just no more you can do. The problem is that sometimes we reach that conclusion before we should.