History absolutely does record the stupid megaprojects that failed. Here are just a few of them:
Fidenae Stadium Disaster of 27AD. A huge gladitorial stadium, built fast and cheap, collapsed and killed 20,000 people, as well as injuring many more out of the total audience of 50,000.
The Sagrada Familia was started in 1882. It is still not finished.
Mingun Pahtodawgyi was started in 1790 but a prophecy said the king who commissioned it would die when it was finished, so he stopped building it.
The Pyramid of Neferefre was never finished because Neferefre died early and his successor didn't bother.
Alai Minar was supposed to be twice the diameter and twice the height of Qutb Minar. Didn't get past the first storey, abandoned in 1316.
Bara Kaman, abandoned in 1672.
The Basilica of San Petronio was started in 1390. The main facade was never finished. In 1514, they hired a guy to construct the dome, but the pope ordered the "megalomaniac dream" halted.
Arguably every empire that has ever fallen counts as a stupid megaproject that failed.