In certain very specific situations, the second option can be used.
A (speaking to C): What happened to John?
B (joining the conversation): Yeah, what did happen to him?
Or, in the same conversation with only two people:
A: I wonder what happened to John.
B: Yeah, what did happen to him?
It can only be used with an emphasis on the word "did".
Another example of this use of "did":
If your friend has on new shoes that are either really great or really horrible, you might say, "Where did you get those shoes?"
But for general past tense questions, Giorgi is right that only the first option is correct.
Bruce