Over the weekend I took the failed hive apart, comb by comb... and the culprit was Achroia grisella, or wax moth. [OK, the real culprit was my incompetence, but let's skip daintily onwards...]
The infestation was truly total. Oddly, despite killing off the colony, there was not a single dead bee in the hive. Had the bees flown back to the original hive (this was a shook swarm), or had they chosen not to return to the hive and died elsewhere?
The combs were *covered* in fine filaments, forming a dense, cottony network supporting the cocoons and that (I guess) bees cannot navigate. The whole hive had an intensely perfumed, almost headily sweet, smell.
Good info at http://www.honeybeelab.com/wiki/Fact_Sheet:Wax_moth_control_in_bee_hives and at http://en.wikipedia.org/wiki/Lesser_wax_moth
Pic from http://www.vc66.co.uk/mothweb/bnf1.htm, run by James Duffie