Thanks, I think I found two more:

$ grep -iRn "Msf::Failure" *
exploits/linux/http/dreambox_openpli_shell.rb:74:			fail_with(Msf::Failure::Unreachable, "#{rhost}:#{rport} - HTTP Connection Failed, Aborting")
exploits/multi/misc/hp_vsa_exec.rb:107:		fail_with(Msf::Failure::NoTarget, "#{rhost}:#{rport} - Target auto detection didn't work'")