I agree with etaoin about "try in vain". But one usage that still puzzles me a bit it the Biblical
injunction "Thous shalt not take the bame of the Lord in vain." I have a hazy recollection of
reading many years ago that it prohibited using the name of the Lord in cursing, as "God damn
you!" I ;have been unable to find substantiation for "vain" having etymological association
with "wehen", German for "wind".

Edit: I just remembered the word "inveigh" Look at its etymology:
inveigh
vi.
5ME invehen < L invehi, to assail, attack with words, pass. of invehere, to bring in < in3, in, to + vehere, to carry: see VEHEMENT6 to make a violent verbal attack; talk or write bitterly (against); rail


Brewer says:To take God's name in vain. To use it profanely, thoughtlessly, or irreverently.