General synonyms:
* Hard to find
* Difficult to grasp
* Evasive
* Shifty
* Unreal
* Illusive
* Unattainable
More specific synonyms:
* Fleeting (for something fleeting or ephemeral)
* Slippery (for something that escapes grasp)
* Tricky (for something difficult to understand)
* Ethereal (for something intangible)
* Escapist (for someone who avoids reality)
The best synonym for "elusive" will depend on the specific context in which it is used.