The Microsoft .Net Framework 4.0 update KB2468871 may fail without any error message or the setup may crash almost at the end. You can find the below error messages in the log file (KB2468871v2_***_***-Microsoft .NET Framework 4 Client Profile):

08/07/13 11:57:37 DDSet_Entry: CacheGACAssembly started - Caching GAC Assemblies     
08/07/13 11:57:37 DDSet_Status: CustomActionData: C:\Windows\Microsoft.NET\Framework64\v4.0.30319\;C:\Windows\Microsoft.NET\Framework\v4.0.30319\GAC26267;C:\Windows\Microsoft.NET\Framework\v4.0.30319\System.Xml.Serialization.dll      
08/07/13 11:57:37 DDSet_Status: Directory exists: C:\Windows\Microsoft.NET\Framework\v4.0.30319\GAC26267      
08/07/13 11:57:37 DDSet_Status: Attempting to copy C:\Windows\Microsoft.NET\Framework\v4.0.30319\System.Xml.Serialization.dll to C:\Windows\Microsoft.NET\Framework\v4.0.30319\GAC26267\System.Xml.Serialization.dll      
08/07/13 11:57:37 DDSet_Error: Could not copy file: C:\Windows\Microsoft.NET\Framework\v4.0.30319\System.Xml.Serialization.dll         
08/07/13 11:57:37 DDSet_Error: CacheGACAssembly failed
        
08/07/13 11:57:37 DDSet_Exit: CacheGACAssembly ended with return value 1603      
CustomAction CA_CacheGACAssemblyDeferred.3643236F_FC70_11D3_A536_0090278A1BB8 returned actual error code 1603      
MSI (s) (78:44) [11:57:37:647]: User policy value 'DisableRollback' is 0      
MSI (s) (78:44) [11:57:37:647]: Machine policy value 'DisableRollback' is 0      
Action ended 11:57:37: InstallFinalize. Return value 3.

I ran the process monitor tool and captured a trace for the patch(KB2468871) install. As per the trace, I found that the file System.Xml.Serialization.dll was not getting created in the source directory though it was created successfully in the 64 bit directory (Framework64)

11:57:37.6172866 AM msiexec.exe 6264 CreateFile C:\Windows\Microsoft.NET\Framework\v4.0.30319\System.Xml.Serialization.dll NAME NOT FOUND 
11:57:37.6175195 AM msiexec.exe 6264 CreateFile C:\Windows\Microsoft.NET\Framework64\v4.0.30319\System.Xml.Serialization.dll SUCCESS 
11:57:37.6175793 AM msiexec.exe 6264 QueryNetworkOpenInformationFile C:\Windows\Microsoft.NET\Framework64\v4.0.30319\System.Xml.Serialization.dll SUCCESS 
11:57:37.6176019 AM msiexec.exe 6264 CloseFile C:\Windows\Microsoft.NET\Framework64\v4.0.30319\System.Xml.Serialization.dll SUCCESS 

I was able to resolve the issue by copying the file System.Xml.Serialization.dll at  C:\Windows\Microsoft.NET\Framework\v4.0.30319\  from an another system. Once the file is copied, installed the patch KB2468871 successfully.