GM: "Give me a skill-check on skill X"
Player: "Ok"
Rolls dice
Player: "Dammit, I fail"
GM: Ok then... you don't find anything/you fall down on your behind while trying to climb the wall/ nothing happens
Now, this is.. well, let's face it, not particulary exciting, is it?
In addition to this, there are two worst case scenarios here: The first is that the adventure comes to a grinding halt. The other is that after a while, the players tries again... and again.. and sooner or later he succeeds. Neither of these solutions are good (and the second solution is more or less an attempt to solve the first solution).
One thought I've read lately (among other places I've seen it in the excellent game Burning Wheel, by Luke Crane) is that in any one scene you only get one check for a particular skill or action. You need to cross that wall and you fail. Sorry, then the climb check has failed. No rerolls!
However, there are a few things you can do that makes things more interesting:
- You as a player could change the circumstances. In most cases this means making things more serious. Can't find what you are looking for in that room? Well, try actually prying open the doors and the cupboards. People will see that you've been here, but you are allowed a reroll. In the case of social interaction, you could go from Diplomacy to Intimidation.. or to violence. The key word is "in order to get a reroll, change the circumstances significantly". Some games calls this "raising the stakes"
- Instead of failing the attempt, the attempt is still a success. You climb that wall, you find what you are looking for. But there is a side effect. You are noticed by the guards or trigger an alarm. Yes, you convince someone to give you information with that failed diplomacy-check. However, they get annoyed with you and sell you out at the first opportunity.