Large language models (LLMs) still produce plausible-sounding but ungrounded factual claims, a problem that worsens in multi-turn dialogue as context grows and early errors cascade. We introduce $\textbf{HalluHard}$, a challenging multi-turn hallucination benchmark with 950 seed questions spanning four high-stakes domains: legal cases, research questions, medical guidelines, and coding. We operationalize groundedness by requiring inline citations for factual assertions. To support reliable evaluation in open-ended settings, we propose a judging pipeline that iteratively retrieves evidence via web search. It can fetch, filter, and parse full-text sources (including PDFs) to assess whether cited material actually supports the generated content. Across a diverse set of frontier proprietary and open-weight models, hallucinations remain substantial even with web search ($\approx 30\%$ for the strongest configuration, Opus-4.5 with web search), with content-grounding errors persisting at high rates. Finally, we show that hallucination behavior is shaped by model capacity, turn position, effective reasoning, and the type of knowledge required.