I am currently working on putting together a security training curriculum for my employer. I needed to do find some reliable statistics regarding number of data breaches, total records lost etc. pertaining to my employers industry. I found three good resources for such statistics:
Verizon Data Breach Investigations Report.
If you need to estimate approximate cost associated with a data breach, a good starting point is Symantec's Data Breach Calculator (in partnership with Ponemon Institute).