Where I fall down on applications/interviews is when I'm asked "why do you want to work for [famously awful retail store]" or whatever. Somehow I don't think it'd go down too well if I said "because the economy is fucked, I can't find anything else, I'm utterly desperate, and I need money to stay alive until I can get the break I need to pursue my pipe dream Mickey Mouse career." When you don't fit into the general demographic of a company's current employees/customers it's hard to know what to say.
That's another instance where (unfortunately) you have to lie. You have to act like you have a shit ton of background information on the place and you've been studying it for months just desperately waiting for something to pop up so you can work there. Aside from the obvious answers like "job experience" or "I heard from so-and-so that it's a great environment to work," etc., you need to show you've at least looked into the place a bit.
For example, in my career, they always tell you to look up the big stories the paper has been covering (we all have our hot topics, so to speak) and reference those in your interview. Like, "oh, I saw you're covering the ongoing corruption in the police department... those stories were really great, blah blah blah..." Basically, employers will be more likely to hire you if you toot their horn for them.