The inflationary paradigm provides a robust description of the peculiar initial conditions which are required for the success of the hot Big Bang model of cosmology, as well as of the recent precision measurements of temperature fluctuations within the cosmic microwave background. Furthermore, the success of this description indicates that inflation is likely to be associated with physics at energies considerably higher than the weak scale, for which string theory is arguably our most promising candidate. These observations strongly motivate a detailed search for inflation within string theory, although it has (so far) proven to be a hunt for a fairly elusive quarry. This article summarizes some of the recent efforts along these lines, and draws some speculative conclusions as to what the difficulty in finding inflation might mean.