Tube failure -- what would happen in worst case?

As has been said, a fire is the worst thing that can happen.

Apart from that, I've seen amps take a transformer (power or output) out. That's a repair you don't want to get into.

Thanks for all.
I did not bother to bias my tube amp, and I am selling one (Chinese made) and get an amp with auto bias feature (BAT vk60).
Any way, is this a good reference for biasing?
http://www.aikenamps.com/Biasing.html
Any of you have other source?

I did not bother to bias my tube amp

Why not?Just curious.

I guess I was lazy and ignorant. I assumed that a new tube amp was factory biased and I should not fiddle with it, and also I did not want to damage my amp by screwing up. Now I feel like I need to know more about biasing.

I guess, this shows what would happen?
http://www.youtube.com/watch?v=_KOjn9ii2Jg&feature=related