How did that happen?!

I passed my first two phone interviews for a job, and was sent to the in person interview last Friday with the people whose office I would be supporting. It was more of a get to know you/see if I have horns growing out of my head, than an interview. The interview went fine from an anxiety standpoint even though it was an interview and in a location I'd never been before. I thought I did at least ok. According to the recruiter I was the only person that got through the first two rounds of interviews. They needed someone immediately, so I'd be starting in a week, just long enough for them to do their background check etc. And yet I didn't get the job, they decided they would be "going another way". What the heck? I am bummed out.