How can I retrieve error strings for DirectX 9

Question

I want to retrieve error strings for DirectX 9, but I can find on the web is using the FormatMessage() and _com_error.ErrorMessage(), both of which fail me.

hr = g_pd3dDevice->GetRenderTargetData(...
... // the debugger tells me hr = 0x8876086c
FormatMessage(FORMAT_MESSAGE_ALLOCATE_BUFFER |
    FORMAT_MESSAGE_FROM_SYSTEM | FORMAT_MESSAGE_IGNORE_INSERTS,
    NULL, hr, 0, (LPTSTR)&lpBuf, 0, NULL))
// it returns 0 with lpBuf unallocated

FormatMessage() fails and I use the it again with GetLastError() to see why FormatMessage() fails: "The system cannot find message text for message number 0x%1 in the message file for %2."

_com_error.ErrorMessage() tells me "Unknown error 0x8876086c"