This will get you a short list of the jobs that have failed and are still in sysjobhistory:
select a.server, b.name, a.message, a.run_date
from sysjobs b JOIN sysjobhistory a
on a.step_id = 0
and a.run_status = 0
order by b.name
You can run this query from a remote server via a DTS package against many servers to save some point-and-click time. Have all the data compiled into one monitoring database and you have a quick list you can scan through rather than touching every server in yoru network.
