Question: "Is there something we haven't asked you that we should?"

Of course it's always tough when you're unprepared. But: Couldn't you "just" have picked your favorite/strongest behavior and given them a flavor? ("You could have asked me for an example how I handle difficult clients professionally and effectively. I once worked for a guy who ...")

One side is that any reply suggests that they didn't do a good job interviewing you.  If you're interviewing with an insecure manager, saying nothing might very well be best.

What I would say: "  One of the areas I expected more questions in was (area that you prepared for but didn't get to address, that helps you sell yourself, as Jocadl says).  But you could easily learned what you needed to know through other questions."

That said, it's a weak question and not worth worrying about.

Mark

Maybe the interviewer was trying to give you an opportunity to "close" but didn't do a very good job?

I have asked "Is there anything else you would like us to know?" as a final question.  Generally I'm hiring pretty young people, with limited interviewing skills.  No one has ever had anything to say other than "No or I don't think so"  I'm always hopeful someone will say:

"I'd really like an offer/to work here/a job/anything but No"

It hasn't stopped me from hiring some stars but it would blow me away to have someone even attempt to close.  It's something I coach on after I hire them - when I know it's time to let them move up.

I agree, neither question (mine or your interviewer's) is a very good one.  Particularly in my own case, because it hasn't given me the "answer" I want.

Can anyone suggest something better or is it completely up to the candidate to close? 

Perhaps instead of "is there anything else you'd like us to know"....you could say something like "Before we close, what is the one thing you'd really like us to know about you that we haven't covered?"    That lets the candidate know that you expect an answer other than "no".  If they still say "nothing", it would come across as a more deliberate evasion of a direct question.  I think the wording would have to be very direct, because as soon as you say "is there anything" , or "can you tell me", or "would you like to tell me"... that increases the likelihood of a "no" answer. 

 Good work.  Like Mark says... it's the death of a thousand cuts, so you must have done well on the other 999.