My advice, like everyone else who has this far replied, is to not give up. With my first PhD interview I got all the way to the final stage, a decision between two final candidates for the project, before I lost to someone else. I searched around and wrote a few more applications and eventually, on my third application, got accepted with full funding, so definitely keep trying.
My advice is to send an email, thank them for the opportunity, and ask, if possible, for feedback. When writing an application to a specific institution contact them first. Explain the research and ask if it is relevant to the department. A number of universities I thought would be good choices for my research wrote back saying that they were not the best choices and suggested other places.