How to run a github-actions step, even if the previous step fails, while still failing the job

You can add

if: always()

to your step to have it run even if a previous step fails
https://docs.github.com/en/actions/learn-github-actions/expressions#status-check-functions

so for a single step it would look like this:

steps:
- name: Build App
  run: ./build.sh

- name: Archive Test Results
  if: always()
  uses: actions/upload-artifact@v1
  with:
    name: test-results
    path: app/build

Or you can add it to a job:

jobs:
  job1:
  job2:
    needs: job1
  job3:
    if: always()
    needs: [job1, job2]

Additionally, as pointed out below, putting always() will cause the function to run even if the build is canceled.
If dont want the function to run when you manually cancel a job, you can instead put:

if: success() || failure()