What will happen if we did not show up in our interview?

The answer to your question will depend upon the reason for failing to appear for a scheduled interview and details about the communication of that reason. If there is a reason the USCIS considers acceptable for needing to reschedule an interview, for example a medical emergency, and if the reason is supplied timely to the USCIS along with supporting evidence (such as a medical record or a letter from a physician), the USCIS usually will accommodate the request. If you were to be represented by an attorney, the attorney could supply a letter with supporting documents to the USCIS and also notify the USCIS through the USCIS-American Immigration Lawyers Association Liaison Process. Without an adequate reason and appropriate documentation timely supplied to the USCIS, you may expect that agency to deem the application to be abandoned, and to terminate the case. If the foreign national spouse does not then have a valid visa, there is a risk that the USCIS would take steps to initiate removal/deportation proceedings. Some immigration law firms, including mine, offer legal services on a "flat fee" basis so that a client will know the total expense from the very beginning, and a few immigration law firms, including mine, offer an initial consultation free of charge.

The case will be denied, plus you may face charges of fraud. Consult with an attorney.