functions.php

function pw_send_subscription_cancelled_to_admin( $sub_id, $subscription ) {
	$email_to = 'your@email.com';
	$subject = 'Subscription Cancelled';
	$message = 'Subscription cancelled for ' $subscription->customer->email;
	EDD()->emails->send( $email_to, $subject, $message );
}
add_action( 'edd_subscription_cancelled', 'pw_send_subscription_cancelled_to_admin', 10, 2 );

function pw_send_subscription_failed_to_admin( $subscription ) {
	$email_to = 'your@email.com';
	$subject = 'Failed Payment';
	$message = 'Failed payment from ' $subscription->customer->email;
	EDD()->emails->send( $email_to, $subject, $message );
}
add_action( 'edd_recurring_payment_failed', 'pw_send_subscription_failed_to_admin', 10 );

Hey there, see a fix for a small syntax error with this here:
https://gist.github.com/mintplugins/10948a6b070748063d5e/revisions