Cancel PMPro subscriptions when a recurring payment fails.

pmpro-cancel-on-billing-failure.php

<?php
/**
 * Cancel subscriptions when a recurring payment fails.
 * You should also use the PMPro Email Templates Add On to edit the
 * default billing_failure.html email to mention that users are cancelled upon failure.
 */
function my_cancel_subscriptions_on_any_failed_payment( $order ) {
	pmpro_cancelMembershipLevel( $order->membership_id, $order->user_id );		
}
add_action( 'pmpro_subscription_payment_failed', 'my_cancel_subscriptions_on_any_failed_payment' );