Leave no stone unturned: that is, try everything, leave nothing unattempted. Many writers say that this adage arose in the following way. When Xerxes made war on the Greeks, and was vanquished at Salamis, he himself moved away from there but left Mardonius behind to carry on the war in his name. When the latter had also been worsted in the fight at Plataeae, and had taken flight, a rumour got about that Mardonius had left an immense treasure buried in the ground near his tent. Incited by this prospect, Polycrates, a Theban, bought that piece of ground. However, when he had looked for the treasure long and thoroughly, and had made no progress, he consulted the oracle of Delphi, as to how he could find that money. Apollo replied in these words 'Leave no stone unturned.' As soon as he had done this, he found, they say, a great hoard of gold. Others think the metaphor comes from those who hunt for crabs along the seashore; for the crabs usually lie hidden under rocks which the people looking for them move.
The adage is also found with the word rock petra instead of stone lapis, (something in Greek) meaning 'I'll risk everything.' Euripides in the Heraclidae, where the phrase means 'to leave nothing undone.' Pliny the Younger in one of his letters: 'I make straight for the throat and concentrate on that. He certainly concentrates on his chosen target, but he often makes a bad choice. I pointed out that it might be the knee or shin or ankle when he thought he had the throat. I can't see the throat, I said, so my method is to feel my way and try everything - i fact I leave no stone unturned.' St Basil to his nephews: 'For the preparations for our journey, we must, as they say, leave no stone unturned.'
Perhaps Theocritus is alluding to this in his Boucoliastae: 'And from the line she moves the stone.' He is speaking of Galatea wantonly trying everything to make Polyphemus angry with her; I have mentioned this elsewhere. The commentator point out that this is a proverb and means the same as 'to shake out every rope.' He ads that the metaphor comes from some sort of game in which a player who cannot vanquish his opponent by any other means moves from the back line a piece called the 'king.' However, what he says about the stone statue which Galatea could move by her beauty is more far-fetched, in my opinion.