You would have to write some code to capture the information. I have no idea if anyone has written a MOD for this or not. To be honest, it would not be very hard to write, but I would strongly suggest that you need to fully disclose to members that you're capturing login attempts. Some people can be quite protective of their passwords... if you log failed attempts (and the passwords attempted) you should be sure to care for them properly. Just my two cents.
Moving to MOD Requests. If someone is aware of code that has already been written (or is willing to write it for you) that's the best place.