For a few minutes they crawl around hunting for the missing key ring by the light of the street lamp before the policeman stands up frustrated.
"Are you sure this is where you lost them?" he asks.
"This isn't where I lost them," replies the drunk.
"Then why are we searching here??"
"It's where the light is."
This old joke is the source of the name for the streetlight effect, one of the many, many glitches in human cognition which cause us to tend toward misperception of our world and the way it's happening.
It's like the scene from the children's animated movie The Land Before Time where one of the young dinosaurs knows the way to the Great Valley but the others vote to travel a different direction to search for it, not because they have any reason to believe it's the right way, but because it is easier. One dinosaur says "I'm going the easy way!" while the other yells out in exasperation "But it's the wrong way!"