It depends on the context. If the other person sincerely meant to help, but couldn't, you can say something like:
Thanks for offering to help.
Thanks, I appreciate that you wanted to help (out).
And various other expressions. Of course, you might be upset that this person agreed to help but didn't, in which case you can use sarcasm:
Thanks for nothing!
Some help you were!
And others. You can also say many of the "nice" expressions, but with a sarcastic tone.
Oh yeah, you were a real help.
Because any of the "nice" expressions can be sarcastic you do have to be careful with your tone, if you don't want the other person to inadvertently take offense. "Thanks anyway" can seem very curt and dismissive, if you don't say it nicely and sincerely.