Does such a thing exist?
I bought (a made in China) one and it doesn't work.
My monitor has only VGA in and I want to use my Raspberry Pi with it. What are the alternatives?
I hope to return it tomorrow and want to know if I should try another one of these cables.
Doubtful HDMI is a digital interface, and VGA is an analog interface so generally you would need an active device to convert the signals.
If it was possible you 'd have to be able to set the HDMI signal to an analog one which is possible in some devices, but it degrades quality when you do. You could get HDMI to DVI though if that's an option for you.
What are you doing exactly?