If you buy a car and the dealership cannot get you approved for a loan what happens?

I'm just trying to see what might happen. I dealt with a pretty shady dealership that sold me an overpriced lemon and coerced me into saying I make more than I really do. This was a week ago, now the dealer needs me to bring in proof of how much I make which won't add up to what they were trying to say that I make. So if this causes me to not get approved for the loan, what will happen?