Grass Is Greener

A character lives in pretty terrible conditions. They're either oppressed, living in a slum or ghetto, their country's been bombed to shit and torn apart by war or they just generally have an unhappy life. So they idolize another country, somewhere they can go to be safe, somewhere they can go to have adventures, somewhere they can run away to, to live the life they want to live. They idolize it to the point of fantasy. The kid in the ghetto wants to move to the suburbs, the otaku wants to live in Japan, the manic depressive doesn't know what he wants but he knows he wants something, the warrior wants to live in a land of peace, the immigrant in a land of opportunity.

If it's a musical, expect a Wanderlust Song or a "Somewhere" Song.

Whether or not they get there is another story. If they do, usually they find it isn't all it was cracked up to be, though often still preferable to where they came from. Often an enticement for the Kid Hero to go Down the Rabbit Hole, and maybe learn that Wanting Is Better Than Having.

Anime & Manga

 * Vinland Saga, Vinland itself for the protagonist Thorfinn.

Film

 * In The Wizard of Oz, Dorothy wanted to go somewhere "Over The Rainbow".
 * Spoofed in the satire "Water". Michael Caine is the governor of this minor British colony in the Caribbean, and has just received word that the suits back in London are shutting down the colony and shipping the natives off elsewhere. Caine is griping that he's the only one who seems to be angry about this. "I suppose they all want to go where the grass is greener." "They'll find it jolly expensive!" (Caine and his companion are smoking the local dope at the time).
 * In Over the Hedge, one of the porcupines compares grass stuck in his quills to the grass in the subdivision, and declares that it actually is greener on the other side.
 * Duets: Frustration with his dull life as a traveling salesman and a family that didn't seem to appreciate him (along with a healthy dose of beta-blockers) led Todd Woods to drop everything and pursue a cross-country karaoke competition.

Music

 * Tom Waits: "I see a red rose blooming, on another man's vine..."

Theater

 * Little Shop of Horrors: "Far from Skid Row, I dream I'll go, somewhere that's greeeeeeeeen!"
 * West Side Story: "I'd like to be in America! Okay by me in America!"]]
 * Rent: "We'll open up a restaurant in Santa Fe, sunny Santa Fe would be nice. We'll open up a restaurant in Santa Fe, and leave this to the roaches and mice!"
 * Seussical the Musical: "They say breezes are warm there and people are kind, maybe it's something like Heaven. I close my eyes and I see in my mind skies of bluest blue, and I'm sure it's true... Solla Sollew..."
 * Hair: Manchester, England, England, across the Atlantic sea...

Video Games
---Conker: It's true what they say, the grass is always greener. And you don't really know what it is you have, until it's gone...
 * A variation: in The Legend of Zelda Links Awakening, even though Koholint Island seems like a perfectly fine place to live and nobody else (besides the hero) ever thinks of leaving, Marin wishes to leave and travel the world like a seagull.
 * What drove Ganon into wanting to get his hands on the three Triforce parts in The Legend of Zelda the Wind Waker was that he envied the winds that blew on the lush green landscape of Hyrule while his country suffered constantly punishing winds that brought only death.
 * Well, not really that he wanted to go to a different country or anything, but...Roxas from Kingdom Hearts 2 became jealous of the visions he had of Sora and his friends. To the point where he actually betrayed and left Organization XIII because he wanted friends and love so badly. The result? He gets tricked by DiZ into merging with Sora. Not quite what he wanted.
 * Conkers Bad Fur Day:
 * Team Fortress 2 is the ultimate example of this. 360 players are always complaining that their version never gets any updates like the PC version. PC players are always complain that their version is getting updated, screaming They Changed It, Now It Sucks to the point of having an aneurysm towards everything from a class update to more hats to a small tweak in the netcode. A fair number of players have likely switched sides by now.

Webcomics

 * Domain Tnemrot: Angel is envious of the way Dae grew up since her life as a slave was horrible. This was Dae's life.

Western Animation

 * An American Tail: "There are nooooo cats in Ameeeerica! And the streets are paved with cheeeese!"
 * The Little Mermaid: "The seaweed is always greener, in somebody else's lake..."
 * Beauty and the Beast: "I want much more than this provincial liiife...!" Belle is reading a story about a prince in disguise...
 * The SpongeBob SquarePants episode "The Algae's Always Greener" has Plankton switch places with Mr. Krabs to try to get the Krabby Patty secret formula.

Real Life

 * Truth in Television, the classic immigrant story, no?
 * And not just immigrants from one country to another; it's a significant reason for people to move around within a country, too. (having found work elsewhere or going off to school are probably the only more common reasons)