Help with this "phrase"?

I am trying to think of the name of a "phrase" thing. They are usually one sentence and they make no sense. Similar to an oxy-moron but not. I don't know if this is totally confusing or not, but I am dying to know what its called. I can't get it off my mind. It's not like one specific phrase, but just a generalization or category of these types of phrases. Sorry i cant give more information, but its extremely hazy in my head too :)