Well, its harpoons broke, but the ice screws held it in place. Also its thruster broke. And some other stuff.
First picture as it fell
Obligatory:

More links:
http://new.livestream.com/esa/cometlanding
http://rosetta.jpl.nasa.gov/
Remember it wasn't NASA, it was ESA (European Space Agency)
Orbit around the comet
xkcd's take on it