Found it. Just for someone stumbles upon this, here is what I did.
It has something to do with the automatic variable scope. I don't fully 
understand it, but this is the solution to the problem

.SECONDEXPANSION:
$(OBJS): %.html: %.in $$(wildcard *.$$*)
    do_it $< 

For target sample.html, it depends on sample.in and on all files *.sample in 
the directory.

Ruud

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