Sometimes. I interviewed a LOT out of college and often made it to 2nd and 3rd rounds. Every time I got rejected, I would pop an email to the HR rep and ask for feedback along with something like "thanks for the opportunity." Maybe 1 in 10 would respond and some 1 in 15 would actually give me feedback on how I did. So while it's a fairly low chance shot in the dark, you don't have much to lose by asking. Just be polite.