Actually, I don't think I failed miserably, I just failed for some reason. I thought the non-HR portions went pretty well actually. No surprises, no really tough questions. I thought I nailed it.
In the HR portion, though, I asked a lot of questions which may have indicated to them that I wasn't exactly looking forward to being relocated. So maybe they didn't like that. I've also heard rumors that they prefer low-time pilots, and I exceed all of their minimums by at least a factor of 4. I think whatever did me in was in the HR room.
What's most upsetting is not that I didn't get the job, but the HR lady, upon polite questioning, absolutely refused to tell me why she decided not to hire me. How is anyone supposed to improve for next time?