Time for some experiential learning
When you attend an interview you will always ask for feedback after the event - right? However, in the likely absence of useful feedback from your interviewers, be they companies or recruiters, it is vitally important that you debrief yourself immediately after an interview.
If you'd like some practical advice about how best to go about this please contact Proteus Consultancy at http://www.outplaced.co.uk/contact-us/ for our self-help free guide "Self Debriefing after Interview".
Your aim is to assess whether you came across as well as you are capable of doing.
Devise a series of questions you can ask yourself which, when answered, will allow you objectively to assess how you did and thereby to improve your performance next time.
... and the message is? Learn from every experience!