So SpaceX launched a Falcon 9 with a classified payload onboard. The payload was a Northrup Grumman thing named Zuma meant for LEO (Low Earth Orbit). It is unknown if it was successfully deployed. Sources are saying it is a loss: https://www.wsj.com/articles/u-s-spy-satellite-believed-lost-after-spacex-mission-fails-1515462479
What I think is the most likely occurrence is that the payload failed to separate from the rocket and mostly burned up in the atmosphere on the Falcon 9's way back down. I say this for a couple reasons. 1) SpaceX said the rocket performed "nominally" (ie normally). 2) SpaceX has many more launches throughout the year - if there was a problem with the rocket, those would need to be postponed (which they haven't been). 3) Supposedly, SpaceX handed out mission patches, which would indicate success on their side. 4) SpaceX would not be responsible for the payload not separating as Northrup Grumman built the connector bits.
OORRRRRR what could have happened is it's a super secret mission and they're going to "pretend" like it failed so people (other countries [Russia, China]) don't look for it too hard. The US intelligence agencies have actually done this before (https://en.wikipedia.org/wiki/Misty_(satellite)
Zuma could be a stealth satellite.
We'll just have to wait and see what new info comes out.