Cryptic crossword clue
They set off, but got no place 4-4

The most common and most likely answer to this crossword clue is the 9 letter word ALSO-RANS

I've seen this crossword clue in The Guardian
A
L
S
O
-
R
A
N
S

Buddy explains!

The straight part
We know that "They set off, but got no place" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they set off, but got no place = also-rans.
The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.
This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.

What does ALSO-RANS mean?

ALSO-RANS noun
  1. A person or animal who competed in a race but did not win.
  2. A loser; a person or thing soon to be forgotten.

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