What happens to the goals that you never achieve?
What happens to the goal? Nothing, it is simply unmet. What you choose to do about it or how you let it effect you, is up to you. You will put your own unique psychological twist on this unmet goal. Was the goal a super big deal and you see it as total failure forcing you to feel bad and drag your energy down? Was it a minor goal and you could care less about it?
What happens to the goal? Nothing. What happens to you, is up to you.
Hope that was helpful. If not, write in the comments and maybe I can expand on it a bit more if you would like.