What you’re describing has been called the hedonic treadmill. It has its basis in our brain chemistry, specifically in the brain’s reward circuitry and the neurotransmitter dopamine. Dopamine is released by the nucleus accumbens, the part of the brain that steers us toward certain fundamental behaviors and gives us a little jolt of chemical pleasure to reward us for them. Dopamine=pleasure. When you have sex, that pleasurable rush is mostly dopamine. The great feeling of eating when you’re hungry or drinking when you’re thirsty? Dopamine. Getting that car you’ve always wanted? Dopamine.
Dopamine is quite literally addictive. That’s how your brain motivates you to keep doing those select behaviors. The rush of the dopamine dies away, you go into withdrawal and start looking for another fix. Going out to admire that car that gave you your last big rush won’t repeat the rush; this is the “habituation” aspect of the hedonic treadmill. It will take something else—something new—to give you your next big fix.
The dissatisfaction that keeps people frantically searching and chasing after stuff is just the feeling of being in dopamine withdrawal.
The first step in dealing with this is to understand what’s going on: that this is a chemical dependency, and that it just isn’t true that “if I could only get this or that, I’d be happy”, because that’s not the nature of the beast. You need to wean yourself from that addiction to dopamine, at least cutting it back to healthy levels. And you also have understand that pleasure—the dopamine buzz—isn’t the same thing as happiness.