Although report RSUSR006 temporarily provides this information to an administrator, it is not possible for the administrator to differentiate between an unauthorized failed logon attempt and a mistakenly entered password by the real owner of the acount. At most, patterns could be observed. It would be a nice-to-have if the user is informed of the number of unsuccessfull logon attempts (and times) associated with their ID when they successfully logon themselves.
Update: Please see the comments by Wolfgang Janzen. Related notes will be added when available.