"When you must fly a missed approach for real, is it worth going back and trying a second time?" —Jerry T.
“That depends on why you had to go missed approach in the first place. Was it the weather, such as reaching the decision altitude (DA) or missed approach point (MAP) and not seeing the runway environment? Or perhaps you failed to reach the minimum descent altitude (MDA) before the MAP? If the weather is variable and you flew a stable approach right to minimums the first time, you might have better luck on a second attempt.
I recall once hearing the ATIS at my destination change four times over the course of the 45 minutes that I was monitoring it. On my first attempt of the approach, I could see the ground looking straight down at the DA, but I couldn’t see the runway environment, so I went missed.
Because the runway visual range (RVR) was sometimes increasing and sometimes decreasing, I was willing to make another try. But if I missed on the second attempt, I would fly to better conditions at my alternate. I added that alternate airport to the GPS flight plan after the missed approach hold, just in case.
On the second try, right as I reached the DA, I picked up the MALSRs (approach lights), and then I broke out below the marine layer. I saw the runway and landed.
As Kenny Rogers sang, ‘You’ve got to know when to hold ‘em; know when to fold ‘em.’
If you have to miss a second time, throw in the cards.”
Missed approaches are an IFR thing, but landing in strong crosswinds pose a similar "second try" question. If you had to go missed after a failed attempt to land in a strong crosswind, would you try again?