I agree! I have worked in that industry for many years and it's all about the contacts. If you handle this with grace then they will remember and when they (or a client needs a CA) your name is on the list.burt-oh-my! said:Be professional all the way - never be antagonistic or challenging, or burn bridges behind you.
Personally I'd send them a thank you note, basically showing them how professional and presentable you are. Wish them the best of success. DO NOT say 'if you ever change your mind call me' etc - that comes across as pleading.
I have DEFINITELY found that people who have rejected me can eventually provide business later. I am talking people who were clients, then switched.
It sucks to be so close that they check your references and not get it but it happens. I don't want to sound cliche but if you look on the bright side they would of had many, many applicants and you made it to the top two or three. That does matter in the long run!
Good luck and hopefully if this was through a recruiter they will give you some constructive feedback!