My unfortunate place to camp story happened when in college.
I decided to cycle from Boston to tip of Cape Cod and take the ferry back to town. Total distance is ~135 miles and there was a youth hostel in Orleans at about the 100 mile mark. It was a hot day so I left very early to get in some cycling while it was cool. Other than the heat, cycling went well enough that I found myself at the hostel a little after 1pm. I waited briefly under the trees but hostel had a sign that it didn't open until 5pm and it was hot enough that I decided "what the heck, hot enough that I'll ride to P-town" at tip of Cape Cod.
Once I got to P-town, there were big signs saying "no camping on the beach, $50 fine". So I looked at my little tourist map and found two campgrounds. I hadn't planned on camping so only had my sleep sack for the hostel. When I went to the first campground to check in, one question they asked was "do you have a tent?" I answered truthfully and they told me I wouldn't be able to camp.
So I circled around to the second campground. Fortunately they didn't ask about my non-existent tent. I picked a site from the map way off on edges of the campground. I walked my bike in and parked it to go walk through town until almost dark so nobody would notice my lack of a tent. As I settled into my thin sleep sack, I discovered this site was off not far from a swamp and there were lots of mosquitoes. I got bitten through the thin material. Unfortunately didn't get very good sleep since I noticed mosquitoes much of the night.
I was up about 4:30am as it got light and couldn't sleep much any more, so got stuff back on the bike and decided to cycle to north side of the Cape. What did I find there? Half a dozen people sleeping on the beach! Not only would I have saved my $15 camp fee [*] but I suspect it would have been more comfortable as well.
That camp fee was fairly important since I had to keep enough $ for the ferry back and for some reason the ATM in town wasn't working. So I was rationing my $ by buying just bananas or other inexpensive things.
So in this case it wasn't that I didn't go far enough to find place to camp, but instead that I rode too far by passing up a perfectly good hostel to continue on and then tried to camp in an official campground.