Have skeletons of "failed" animals been found yet?
Short answer
The dodo and Irish Elk, both going extinct relatively recently, are examples of species that have yielded skeletons and went extinct, at least partly, due to maladaptations. 

Background
Extinct animals are an example of an answer to your question, barred those species did not go extinct through a cataclysmic event of course. No species can evolve into a meteor-resistant species. The term you are looking for is, I think, maladaptation.

For example, the Irish elk (Fig. 1) has been proposed to have gone extinct at least partly through a maladaptation. The male Irish elk was grew the biggest antlers ever recorded, (over 10ft (3 m) wide. Irish elk became extinct 10,600 years ago, and the male antlers have been proposed as a possible reason, although this is debated (source: Wikipedia). For example, males might have suffered because they got entangled in thickets. The climate changed at the end of the last Ice Age, causing the woodlands in which elk live to shrink. And food shortage might have resulted in a lack of nutritional support for the hefty antlers. However, extinction of an entire species is always caused by a multitude of cooperative factors, so the antlers alone can't be blamed (source: Love Nature, Wikipedia).

Also the dodo (Fig. 2) can be an example of an answer to your question. While not caused by a natural phenomenon, some animals simply become maladapted due to human influences. The dodo is the classic example. The dodo went extinct in the 1600's. It was adapted to life without ground-dwelling predators, as it nested on the ground and couldn't fly. The plump, slow, flightless birds were unable to escape from the sailors and their dogs, rats and pigs who landed on Mauritius (sources: Smithsonian, Love Nature).


Fig. 1. Skeleton of Irish Elk. source: Love Nature  


Fig. 2. Dodo skeleton. source: Physiology 

Sources
- Love Nature
- Smithsonian
- Wikipedia page on Irish Elk