As long as one haven't been stripped of all control of one's life and well-being, I'd say there exist but one true failure. It's the conscious choice of not ascribing to anything anymore. Giving up on all hope and deciding to be miserable.

Every other failure to achieve some goal is simultaenously an opportunity to learn. Being able to step back and look upon one's conceived failure with perspective and draw out positive experiences from it is an essensial life skill.