As a longtime reader of the The Data Breach Blog, I was pleased to learn that care and feeding of Attrition.org's Data Loss Database has been assumed by the Open Security Foundation. Check out the DATA LOSS db at your earliest convenience, join, and support.
From the site, the OSF Data Loss database is a "research project aimed at documenting known and reported data loss incidents world-wide. The effort is now a community one, with the move to OSF, and relies on the contributions of users like you to grow and prune the database."
Do your best not to find yourself an entry in this database. ;-)