James Harden and Klay Thompson are two of the NBA's top shooting guards. Though they have crossed paths in the postseason many times, they were also almost traded for each other back in 2012.
According to a report (detailed 6 years ago by Fansided's Tej Kamaraju), the Thunder had their eyes on the Golden State shooting guard leading up to his trade from OKC.
According to Bill Simmons of Grantland, the first team that the Thunder called when looking for potential suitors of James Harden was the Warriors. They had a growing interest in Klay Thompson, who was looking like he was going to have a very bright future, despite some apparent problems with his thought process. Because the Warriors rejected the trade, Harden was dealt to the Rockets.
The results of such a deal would have been profound. The Warriors, already armed with Steph Curry, would have added Harden's scoring powers to go alongside him. As one might assume, it would have been a deadly combination.
Of course, OKC would have benefitted the most. They ended up acquiring guards Kevin Martin, Jeremy Lamb, two first-round picks and a second-round pick in the surprising deal. With Klay, OKC would have been stacked with talent, having Kevin Durant, Russell Westbrook, Serge Ibaka, and Thompson on the roster.
Alas, we'll have to leave such a scenario to our dreams.