I've tried the following commands:
syslog -F raw -k Facility com.apple.system.lastlog | grep <my_username>
cat /var/log/asl.log (DOES NOT WORK ON HighSierra)
who
Thanks to Scot, the following command works:
log show --predicate '(eventMessage CONTAINS "Authentication failed")' --style syslog --last 1d
The problem with this is that it does not give me the username of the account trying to be accessed.
Does anyone of any bash/Python programs or Terminal commands that will give me my failed login attempts (graphical login/ssh)?
See more info here

log showcommand should pick up any failures that have happened previously. Try the below command, it takes a few seconds to run on my machine. – Scot Apr 22 '18 at 04:58log show --predicate '(eventMessage CONTAINS "Authentication failed")' --style syslog --last 1d– Scot Apr 22 '18 at 04:59