Car loan denied after I signed loan paperwork?

I can't figure this out at all. I bought a used car and completed all the financing paperwork. I added insurance, tags, and title to the car. The finance company verified my information and called my boss to verify income. I actually got set up with them to make payments online. 3 weeks later now I'm told the loan is denied. My credit is average, my job puts me at middle class income, and I put down 20% as down payment. Plus I gave in a trade in. Now if I have to return car I will have no way to get to work because the dealer sold my trade in. He said he can't figure it out because he got an actual approval number and this has not happened to him. It's a used car and he does not want the car back he just wants it sold and I love the car. Has this happened to anyone else? Any ideas what I can do?