As reported by Attila-da in #wikimedia just now, some Wikidata XML dumps are failing: https://dumps.wikimedia.org/wikidatawiki/20141208/
Maybe Wikidata needs to have split out dumps similar to the enwiki? I hear the Wikidata database has grown to be quite large.
Resolving this task will presumably require someone with access to the dumps server logging in and poking around at logs (or checking disk space or whatever else).
I couldn't figure out which Phabricator task to use for this.