In the event of no job offer, obtaining interview feedback is difficult. Organizations are sensitive to potential legal claims and most only say “it’s not a good fit.” If you believe that you were a contender and are stumped, I recommend finding a trusted adviser, debrief and analyze the interview. Often an experienced professional can listen to the interview details and assess the reason for not getting an offer.
If you know someone on the inside, you should ask if they could poke around as to who got the job. The qualifications and background of the “job winner” are often insightful. For instance, last fall, military experience seemed to trump in competitive banking jobs.
One client was distressed about bank interviews that ended without an offer. The wife of a friend worked at the bank, and I suggested that he reach out to see if the wife could do some due diligence. She said that in fact he did very well and was number 4 among the 3 candidates selected. Given the job market, that gave us no reason for pause.
Interviewing is a conversational muscle that we need to exercise. Continue to role play including feedback from an honest, respectful mentor, you will inevitably own the skill.