A core practice of the CrystalClearMethodology and, over time, becoming core to AgileMethodologies in general. (Well, actually, essential part of all the CrystalMethodologies since the mid 1990s)

Involves sitting down together, after any given milestone (e.g. after each iteration) or after critical events (key person leaving) and asking fundamentally 3 questions:

* What did we like about what we were doing? (I.e., if we make changes, we should protect these)

* What did we not like? (I.e., we'll nominate ways to avoid these)
 
* What do we want to try differently this next time?
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Safari has a small excerpt on this: 
*** http://safari.oreilly.com/0201699478/ch05lev1sec6
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They can be done after the project, but they are more effective when done monthly or quarterly. --AlistairCockburn

Some people refer to them as "MilestoneRetrospective" (done after each milestone), IterationRetrospective, or AdaptiveRetrospective. I heard one group talking about doing a PrePerspective '''before''' a project (a retrospective of previous projects, extracting lessons learned and applying to the forthcoming project).  In CrystalMethodologies, that particular session is called a MethodologyTuningWorkshop.
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JoshuaKerievsky has retrospectives in IndustrialXP too... Very nice idea - works like a charm.
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See also PostMortem, PostProjectReview, ProjectRetrospectives