Some games mechanically embrace failure, but it is pretty rare. A crit fail can be devastating in combat, but the sting can be taken out with an experience reward. That's how it works in our aftermath game, skills only raise on a crit success or a crit fail. Hollow earth expeditions allows you to choose to fail certain skill rolls if they play to one of your disadvantages, this gives you a reroll or similar bennie. The 80's TSR game torg had a mechanic where the main villain couldn't be defeated until the players accrued enough clue points (I forget what they were called) and one of the main ways to get points was to get beaten by the villain or its lackeys. The fantasy flight star wars games give you the option of success and failure mixing in a single roll. Dungeon world gives you and experience point every time you fail.
I feel like mechanical rewards for failing are best used as small perks for failures out of the dice. Big game incentives like torg seem a bit awkward. You don't want the players to expect or want to lose an encounter, you just want them to not feel terrible about failing. Part of the joy of adding failure to a game is that any given encounter isn't a foregone conclusion, for the good or the bad. I do feel like torg was on to something though. Rewarding the players with information is a great way to provide a silver lining. Perhaps if they players are defeated they are let go by a lieutenant that isn't wholly on board with the bosses plan, so they might have a future ally.
Experience is a good reward as well, everyone likes progression. Extra xp for performing poorly also models real life. When learning new things there is a natural tendency to try more and more difficult tasks, failing and refining as you go.
Some games take the sting out of failure and character death by having character reboots built into the world. We recently played in a game where the PC were playing an MMO half the time, and when a character died they just respawned. In our long running aftermath game it isn't uncommon for a character that recently died to come back as a slightly different clone, or get their brain stuffed in a new body. One of the primary conceits of Eclipse Phase is that everyone has a backup of their mind, and can get it uploaded into a new body. Death in those kinds of games ends up being more of an economic punishment.
So maybe you want to consider adding mechanical or world based rewards and passes for failure too. Let's all fail!
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