If the ATM runs out of money and you use your card to try and get money then the transaction is usually declined and your card should be returned to you if it's the kind of ATM that takes your card inside it.
If the ATM still goes through with the transaction and still doesn't give you your money then you should contact your bank about it.
Or if the ATM is in a place such as Walmart let someone in Walmart know about it and you'll also need to contact the bank and have your transaction receipt with you.
It's rare that an ATM will fail to give you your money but it can sometimes happen.