Yes.

I like how George puts the answer plain and simple as "yes".  And it is true.  When you fail a polygraph, whether you are rejected for security or suitability reasons, the information is shared with other agencies.  Other agencies will request copies of your entire background check, including your polygraphs, whether the result was positive or negative.  It is up to that new agency to decide what they will do with that information.

I failed the polygraph for a 3-letter agency and got rejected.  Only a few months later another 3-letter agency recruited me, and later rejected me due to having failed that previous poly.  Another agency then hired me, as they did not care about that failed poly.  All of these agencies required TS/SCI.  So as you see, even though they all got the same information about me, one agency didn't hire me as they put all their faith into the almighty poly, the other agency had more common sense and hired one of the best employees they'll ever find!

True that, sometimes it is not worth it.  Will Hunting made good points.  Best of luck in whatever you do.