Fail trumpet onomatopoeia
The most common ways I've seen are writing out the words:
sad trombone
:( trombone
Or to use the onomatopoeic
Wah, Wah, Wah, Wahhhhhhh …
Womp, Womp, Womp, Wommmmmp… (at the behest of several commenters)
Or to combine them:
sad trombone: wah, wah, wah, wahhhhh …
This is known as the "sad trombone" (see as a reference: http://www.sadtrombone.com/)