"if anything went wrong" is a correct and usable phrase in written English.
You can use it when you want to ask a hypothetical question, for example, "What would you do if anything went wrong?".
If anything went wrong, it could ruin the event.
If anything went wrong, he would take the blame personally".
"I don't know if anything went wrong," he said.
Yet when Emily asks him if anything went wrong he replies only, "Sold out".
Traders loved Mr. Frost's deals because they would pay out quickly if anything went wrong.
The well-connected bankers knew they'd get bailed out if anything went wrong.
It was nice to know he'd be there if anything went wrong.
That way, the officer would still be near the premises if anything went wrong.
We'd use them to call Markku when we got to the end of the route, or if anything went wrong.
American forces don't seem to be authorised to apologise or to explain what, if anything, went wrong.
And then there were the three retired detectives in the building if anything went wrong.
