Typically "failing" probation means you go back to jail for a short time, and then you may be released to probation again.
A lot depends on the nature of the original offense, the nature of your violation of probation, the laws in your un-named state, and how busy the probation officer and the court might be.
The worst that can happen is the maximum allowed by law. Often times, when sentenced, a defendant will have a "suspended sentence" of an amount of jail time. Thus, when one violates probation this sentence comes into effect.
I'd say that on average, violating probation often leads to some amount of jail time.