You obviously keep backups (either in form of another YubiKey or backup codes). That's just common sense, you don't only have a single house key either right?
In the physical world I can call a locksmith. For work related MFA I can call my manager / IT. For personal accounts I do stress a bit about locking myself out - obviously have backup codes etc, but unfortunately I'm not sure that I could regain access to say GitHub or Google accounts if my backups failed (hopefully never need to find out)