I heard of sticking one's head in the sand...

I wonder what she lost up there? Her car keys?

Reminds me of that scene in HEAT with Al Pacino questioning Hank Azarea about his relationship with Ashley Judd and what he knows about De Niro's crew. Hank wondered why he ever got involved with Ashley in the first place and Pacino replies loudly, "Cause she's got a great ass! And you've got your head all the way up it!!!" Every time I hear it I crack up.