If I attack with a unit, then use Action: Challenge, but the opponent reacts with Hidden Blade and kills my unit, what happens to Challenge?

Ruling: Challenge will resolve to no effect because it cannot find the unit you controlled that was originally chosen as a target.

Sequence:

• You attack with a unit
• You activate Challenge and choose units when adding it to the chain
• Opponent responds with Hidden Blade, killing your unit
• Challenge resolves but does nothing because its target is missing

Nuances:

• Cards do not change targets if the targets are missing on resolution
• Challenge cannot choose a new target when the original target is gone
• "Finalizing" a spell prevents the choices from being modified after that point