The supercar business is tough. Designing a new model from the ground up takes a lot of time, and even if the company gets the mechanics and the technology from one of the big guys, development and testing will cost a lot of money. Building unique bodies is very labor intensive, low volume keeps component prices high, while safety standards are getting more and more difficult to pass for boutique manufacturers. It's easy to fail.
Remember, Lamborghini went bankrupt in 1978, and almost did it two more times before becoming the record-selling powerhouse it is today. They needed no less than Volkwagen AG to achieve that. And Ferrari? Without Fiat's takeover in 1969, it probably would have gone tits up as well in the early seventies.
Which amazingly awesome failed company made cars you are lusting after?