While designing your flow, one will think of handling failures as well. Some may ignore (terminate) it while some may want to analyze their failed flow files.
You can view/download any flowfile in the connection via NiFi UI. However if there are multiple flowfiles then this becomes little tedious since you have to do it for each flowfile. .
In that case, I used below flow to put all failed flow files to a temp location on my nifi node and then access it from there for further analysis.
Please note: There could be multiple ways to do this. This is the approach used by me to quickly download all failed flow files in my flow.