What works after Zoloft (sertraline) fails?

Varies. Antidepressant failure for depression would be no response t an adequate dose for 6 to 8 weeks. There are different classes of antidepressants, and while some may respond to an antidepressant in the same class as the one just tried, often it is helpful to try one of a different class. Cognitive behavioral therapy can also be very helpful. Please speak to the your physician regarding options.
Zoloft (sertraline) Insure that the zoloft trial is adequate. What condition is being treated? For depression, other SSRI's can be tried as well as mood stabilizers. Abilify (aripiprazole) can be used to augment zoloft for depression. For anxiety there are benzodiazapines and buspar. Consider cognitive behavioral therapy, behavior therapy or psychotherapy. Exercise, healthy diet, adequate sleep, yoga, meditation, tai chi, etc.