We just did an unsuccessful job search at work--the person we wanted took a different job in order to stay closer to family, so there really wasn't anything we could have done to get her.
Though obviously every firm/company and job is different, I did notice some things that might be generally helpful if you're on the job market. First, the way you dress and present yourself does matter. If you look put together, you simply look more professional. Second, people really notice if you show enthusiasm for the job, for the company, for the location etc. Ask questions. If you don't ask questions, people may interpret that as a lack of interest, whether that was your intent or not. If you have to give some sort of presentation, practice it, and for heaven's sake, show some energy. There's nothing worse than watching a prospective employee show all the presence of a damp rag. Third, if there's some sort of more casual component to the interview--say, a dinner with some prospective colleagues--show some personality. Even if you tend to be quiet by nature, especially with strangers, don't just sit there like a bump. People really notice if they have to make an effort to keep a conversation going with you. You don't want to monopolize the conversation either, but you want to participate in it without being pulled along like the proverbial dead weight.
You need to look like someone who not only wants a job but wants to work at that company in that city/town with that group of people.