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Don't think so out of the box (correct me if I'm wrong...).
The sweetest solution I think is to inherit the membership provider and add this functionality to validate validate user method. Change web.config under membership to use your improved provider...
Another way is of course to make a custom login page. Also pretty easy to do and add logging there...
Thank you Daniel, that's what I suspected.
I think I will create a custom login page and hide the util/login.aspx-page so I have full control of what happens in the login functionality.
Is it possible to log incorrect logins to EPiServer (eg write username and IP-adress to a database table) on the page /util/login.aspx?