Once the students of Rabbi Shneur Zalman of Liadi asked him, “Rebbe, we pray, we ask, we beg G-d to bring the Moshiach--why hasn’t he arrived yet?”
The Rebbe looked up from his holy books and shook his head. “Perhaps the Moshiach which you are waiting for is not the one which G-d wants to bring.”
(From Let’s Get Ready)