You fail your wisdom saving throughs. This is a two-way street though, whenever a creature casts a spell or spell-like effect that requires you to roll a wisdom save the creature that cast that spell or spell-like effect must also make a wisdom saving through as though you cast it on them using your spell dc (if you do not have a spell DC then wisdom is used for this). If they fail they suffer the same effects of the spell or spell-like effect unless that spell still does damage or an effect on a successful save then they will suffer that. If a spell is concentration, if they lose concentration or drop the spell it will drop the effect on both of you.

There are a few exceptions to this. Any spells or spell-like abilities that would cause you to change your shape you can still roll a save against it if you fail or choose to fail only you change. If the caster is immune to the spell or spell-like effect you can still roll a save. Any spells that would change your memories would also still let you roll a save. Any spell or spell-like ability that causes you to roll a save at the beginning or end of your turn will still let you roll a save like normal.

Examples. 

If a humanoid creature casts hold person of you, you are held and they roll a save or be held also.

If a non-humanoid cases hold person, since they cannot be affected by the spell, you will be able to roll a save against it.

If they cast illusory dragon, you will be afraid of the dragon, and they will need to roll or also be afraid of the dragon. Which might cause them to release the spell because they are afraid of it.