Fresh out of my first year of computer science, I had fumbled my through some graph traversal algorithms. The guy (who I still remember!), said "Look, you seem like a smart guy, but it doesn't seem like you've done very much programming". I.e. I could figure out the problem, I just couldn't implement it very quickly or well.

He was right (and obviously. Like I said, one year of university). I took it to heart, and practiced programming. Nailed my next interviews. :)

I've never had any other constructive feedback from an interview, and at more than one company, I've been given specific instructions not to provide it (by the recruiting team).