Depends on reasons of failure and transfer protocol:

• Dropped connection: The partially uploaded files remains in the target directory. With SFTP protocol, you can resume the transfer later.
  
• Data are incorrectly transmitted: I believe that with SSH protocol this would by 99% cause confusion in the encryption and the connection closure by one side.
  
• Data are incorrectly stored on the remote file system (but it was not detected by the server, i.e. strange HDD failure, i.e. not probable): This will not be detected. Only way to check this is to download the file back (nonsense) or use some hashing algorithm. As mentioned already today: Hashing is supported only by SFTP protocol and only as optional extension since version 5. And there is no SFTP server I'm aware of supporting protocol version 5.

What happens when WinSCP uploads a file but for some weird reason the file did not upload completely or correctly on the server. Will WinSCP detect that? In other words, is there a backward check that all files that have been uploaded are correctly uploaded? Or do you think this will never happen - if so, why?