The Rail Accident Investigation Branch turns out really good reports on pretty much every acute dangerous failure on the railway:

http://raib.gov.uk/publications/investigation_reports.cfm

Two major incidents in my neck of the woods were the drill bit that came through the roof of my regular commuting line:

http://raib.gov.uk/publications/investigation_reports/report...

And the runaway engineering train where the crew on board jumped off as it went through an underground station:

http://www.raib.gov.uk/publications/investigation_reports/re...

But of course these are restricted to incidents that put lives at risk. As you say, it would be really interesting to read reports like this on other kinds of failures.