There are two scenarios where your transaction can fail:
1) Failed on Source Chain
If your transaction failed on the source chain, no action is needed on your part. Your funding tokens will remain in your wallet, however any gas spent on the failed TX cannot be recovered.
2) Failed on Destination Chain
If your transaction failed on the destination chain, you will receive tokens on the destination chain.
Funds will be returned in the state that they failed in:
Example: If the intent was to deposit into a USDC vault and the funding token was DAI, and the transaction failed before the DAI could be converted to USDC, the user would receive DAI.