Cryptanalytic Attacks on Pseudorandom Number Generators. J. Kelsey, B. Schneier, D. Wagner, and C. Hall.
Analysis of the Linux Random Number Generator. Zvi Gutterman, Benny Pinkas, Tzachy Reinman.
bruce schneier about a security flaw (backdoor) in nsa's random-number generator dual_ec_drbg.
Dorrendorf, Gutterman and Pinkas have reverse engineered the random number generator code from Windows. According to their paper, it is easy (O(1)) to compute a previous random number and possible (O(2^23) to predict the next one. (via The Inquirer)