I like to ask "Tell me about a time where you failed at an assignment/project/task. What happened and why?"
This does several things for me.
1. If they blurt out some horrific situation, then you know to keep looking. I had one candidate go into detail about an argument with a former employer/supervisor and how he ended up getting fired because he couldn't accept the management's decision. He also gave great details of the verbal exchange between the parties, including the profanity. This is not the first impression you want to leave.
2. If they tell you they've never failed, they are not completely truthful or they're oblivious to the outcomes of their work.
3. If they don't follow up with what they learned from the situation or they only blame someone else, they do not have the maturity I look for. I typically give a chance for the candidate to make the follow up statement on their own first. Then I'll ask if they learned anything or have changed their approach from this experience. More often than not, the candidate does not have a response.
4. I appreciate a response when they state they did not have a 'failure' but the outcome was less than desired or did not meet their expectations. This shows some maturity and development, not every situation turns out the way we anticipate, but the key is learning from it.
Candidates prepare to give examples that show their good work, particularly experienced candidates. I know that I've learned most of my practical lessons the more difficult way, I would expect the same from others