The database of security breaches that the Open Security Foundation maintains at datalossdb.org used to be the best source of reliable information about data breaches. It looks like those days are past, however.
I went to check their web site to get an idea about how 2011 looked for data breaches and was surprised to see that you can't get the historical information about incidents in a form that's easy to analyze (spreadsheet, etc.) any more. The summary reports that you can download pdfs of really aren't as useful. Not even close, really.
This will almost certainly make it harder to find useful information about breaches, so it's definitely not a good thing.