Sadly not the first time, although I do not recall other departments releasing such information.

Best of all was this debacle in 2007:
Prime Minister Gordon Brown has said he "profoundly regrets" the loss of 25 million child benefit records....includes names, dates of birth, bank and address details...
Link:http://news.bbc.co.uk/1/hi/7104945.stm

Senior civil servants stated the HMRC data loss had a greater impact on public confidence in the state than the Iraqi WMD furore.