Look into wireshark. It can both capture, and/or analyze packet captures. You either need to capture at a network device like a firewall or create a span on one of the switches in the path, and direct it to a device with wireshark installed. That should give you a good idea of what is going on.
Grabbing captures at multiple points in the path gives you a clearer picture, if you see it succeed at one place but still see the transfer fail overall.
Just wanted to mention something about Wireshark.
This is a terrific program, but the data can be copius. Use filters, for source and destination, protocol, whatever. Also, the display filters are formatted vastly different than the capture filters. It can be a bit confusing at first.
I should of put this in last night, but here is a good link to get you started. http://openmaniak.com/wireshark.php
Wireshark itself has it's own support/documentation page, but like most of these sites the people who write it let their ego's get away from them and try and show how 'intelligent' they are by writing long convoluted explanations about things.
The above link helped me to clear up some of the confusing stuff.