If you are in the U.S. and applying for the form of protection from persecution called "asylum," you will likely discover that convincing the U.S. government that you are telling the truth (not committing a fraud) and meet the standards for asylum can be difficult. At least half the asylum applications filed in the U.S. are typically denied, whether by an asylum officers or Immigration Judge (IJ).
So, if your application for asylum is denied, what's next? The good news is, you have many opportunities for appeal. You will likely also be allowed to remain in the U.S. while awaiting the various appeal decisions (though this can be tricky, especially once your case gets into federal court; see Can I Be Deported Before Filing Appeal on a Denied Asylum Case?.)
Unfortunately, dealing with the expenses of spending years in the U.S. while you pursue your appeals, and probably paying a lawyer for all these services, stops many applicants from seeing the appeals process through to the end.
(Note: This article presumes that you are already in the U.S., rather than attempting to apply for asylum at a U.S. border, which is an entirely different and more challenging procedural situation.)
If your first application for asylum is an "affirmative" one—in other words, if you submit it voluntarily, by mail, to an office of U.S. Citizenship and Immigration Services (USCIS) rather than waiting to be caught and put into immigration court proceedings—your case will be heard by an asylum officer. Around a couple of weeks after your interview, you will be given or sent a letter indicating whether you were approved or not.
If your asylum request is not approved, you don't really need to do anything in order to appeal. If you are in the U.S. without an unexpired visa or other lawful status, your case will automatically be "referred" to the Immigration Court. There, an Immigration Judge (IJ) will hear your testimony, review your evidence, and make an independent decision as to whether to grant you asylum. The judge will likely tell you the decision out loud, at the conclusion of your hearing; or might send you a written decision soon after.
If the IJ denies your asylum case, you can appeal to an independent body in Falls Church, Virginia known as the Board of Immigration Appeals (BIA). You would need to file this appeal by mail within 30 calendar days of the IJ's oral decision.
Unlike the IJ, the BIA will ordinarily not hear your whole case all over again. It will instead review the transcript of your hearing before the IJ, the written evidence you submitted to the court, and the IJ's decision, to see if the IJ made an error. You do not need to appear in person, and you cannot submit new evidence unless it was unavailable before.
For best results, however, you will want to have a lawyer draft a brief and fill out the proper forms, giving specific reasons why the IJ's decision was contrary to the law or inappropriate given the facts of your case.
If the BIA decides that the IJ made an error in denying your claim, it will either grant you asylum or order that the IJ hear the case again.
Expect to wait a long time for the BIA's decision. The average wait for noncitizens not in detention is usually at least a year.
If the BIA denies your asylum appeal, your next possible step is to file an appeal with the U.S. Circuit Court of Appeals (a federal court) serving the part of the U.S. where you live. Here again, your lawyer will want to prepare a brief explaining why the BIA's decision was wrong or an abuse of discretion.
If the court selects your case for "oral argument," your lawyer will need to present it in court, before a panel of judges. You, however, will not be expected to appear or testify again, and nor will your witnesses. You cannot submit new evidence.
Unfortunately, you will probably wait a long time for the circuit court's decision. Three or more years is typical, depending partly on region of the United States. The court may either grant asylum or send the case back to the immigration judge with instructions on how to proceed.
If your case is again denied, you have a last possible avenue of relief: The U.S. Supreme Court. Your lawyer will need to send a petition for a "writ of certiorari." However, the Supreme Court is not obligated to take the case, and chooses only a limited number of cases to hear and review each year.
Nevertheless, it does occasionally choose asylum cases. It's most likely to do so if the case presents an important issue of law that could use settling across the United States. So if you have such a case, and the resources to pay a lawyer to prepare additional briefs and appear in Washington, DC for the hearing, you may pursue this as well.
Regardless of how far you pursue an asylum appeal, your best chance of success is to hire an experienced and skilled immigration attorney.