This script will allow you to create a stored procedure that will check a server for any jobs that have failed in a specified number of days. It has proven valuable to me, since I have servers with lots of jobs that run frequently; I got tired of checking the history of each job to look for past failures.
Keep in mind that this will only find job information that's currently in your msdb database; if your "Job History Rows per Job" or "Job History Log Size" parameters (in SQL Agent properties) are set so that the job history information is truncated too often, they may have to be changed.