That happened to me when I was interviewing for my last job. I went through 2 interviews before they told me that they were just looking for people to put in their "pipeline" so they could hire quickly once they had the need. I was so mad that I had wasted my time and also disappointed that I wasn't going to get the job (at least not right away). Well, they ended up calling me the next week and offering me the job, so it all worked out in the end. So, don't get to discouraged! Plus, turnover in law firms is typically pretty high, so there is a good chance someone will be leaving soon.
Ok it sounds pretty crappy at first but something might happen and if you really like them then its a good thing they liked you enough to interview you even though they are full. I mean they might make room on a team for you.
I just got a call a few months ago from a head hunter who worked with me 2 years ago trying to get a job for me that would have been perfect but they ended up hiring the girl that a crappy professor recommended (didn't even last 6 months!) because he had found another one but I was already back in school and trying a different career path. You just never know how things will work out.