SanDisk flash drives are very fragile. You may be able to recover the drive, but your data is corrupt. Or you may find that it has reached the end of its useful product life.
Go to My Computer, right click your flash drive, if detected. It may say Removable drive. Go to Properties >Tools. Run <Error Checking and Scan for errors> to fix what you can. The files that are too corrupt or in bad sectors already will not work but some files may be recovered. Save them if you can.
Then delete what you can, and reformat the drive once more.
If you still have trouble with formatting, try the HP version. It seems to work with a number of flash drives. Download and install the HP Drive Key Boot Utility (
http://h18000.www1.hp.com/support/files/serveroptions/us/download/23839.html ). Choose your flash drive. Choose the file system you want to format to as FAT32. Now click on Quick Format then Start. You may have to go through a few hoops when you insert the drive. Log in as Administrator. then go to Control Panel-> Administrative Tools-> Computer Management-> Storage-> Disk Managment (local)-> Change/ Add Drive Letter-> and allow the system to disk map the drive key to a Drive Letter you choose.
Then run the format listed above.
This problem can be caused by a defective drive. But the most common cause is withdrawing the USB drive from the port before Clicking on "In the System Tray, in the bottom right corner of your screen, you should find a “Safely Remove Hardware” icon. You must go through this process to Stop a Hardware Drive and get the OK before you remove any flash drive.
Good luck.