Error 27506.Error executing SQL script attach. Line 5. Directory lookup for the file "D:\websites\instance name\Databases\\Sitecore.Core.MDF" failed with the operating system error 3(error not found). (5133)
The Sitecore installation wizard kept failing at the Executing SQL Install Script step when installing to a remote database. Running the install from the database server avoided the issue.
I've also seen the error appear as:
Error -2147217900: failed to execute SQL string, error detail: Directory lookup for the file "D:\websites\instance name\Databases\MDF\...\Sitecore.Core.ldf') FOR ATTACH"