Is there any way to get detailed error information for Win32 errors when using Platform Invoke?

you can use the FormatMessage Win32 API. Sample projects for C# and VB.NET are enclosed. This is how the declaration looks like:

          [DllImport("Kernel32.dll")]

          public static extern int FormatMessage(int flags, IntPtr source, int messageId, int languageId, StringBuilder

               buffer, int size, IntPtr arguments );

Called like so:

// You can call FormatMessage to get a descriptive error message

                    StringBuilder sbFormatMessage = new StringBuilder(1024);

                    retVal = Interop.FormatMessage(Interop.FORMAT_MESSAGE_FROM_SYSTEM, IntPtr.Zero, Marshal.GetLastWin32Error(), 0, sbFormatMessage,

                         sbFormatMessage.Capacity, IntPtr.Zero);

Download C# sample, formatmessage.zip
Download VB.NET sample, formatmessage_VB.zip