The Tenth Circuit was not amused when Jerry McCormick attempted to appeal a summary judgment order, arguing that it was improper -- but with no new evidence to prove that. The court stated their general rule of thumb that parties maintain the responsibility of "craft[ing] their own legal theories for relief in the district court," Richison v. Ernest Group, Inc.
Also, as an appellate court, they stated that while important, their role was limited to correcting any errors made by the district court. Most importantly, they followed that up by retorting that they are not conveniently there to serve as a "second-shot forum where secondary, back-up theories may be mounted for the first time."
Apparently, McCormick attempted exactly that. Or, some version of that.