After a particular interview, one should analyse his own performance in the interview, if he was not selected. What are the questions, how did he answer? Where did he go wrong? Once he understands these points, he can improve further in the other interviews he is going to face. But many will not do that. They think that they are perfect. One thing we should remember is that the employer will have his own estimations about the candidate he is going to recruit? So you may be correct and you may be good but the employer thinks that you may not fit into the post. So never think that you are not good enough, but try to find out the weaknesses and try to come out of them.
Some people start worrying if they are not selected. But that is not desirable. That state of the mind will make you lose your focus and concentration on the subject. Be happy and think whatever happens is for our good only.