First off I would like to mention that both industry and women benefit from retaining women in industry. Companies are starting to work more at retaining women because there is more demand than supply and it is expensive to replace us. At least that is the short version of the answer.
Sue highlighted three studies that were done on women in industry. They were the Athena Factor by Harvard University, the Catalyst, and a study called "Climbing the Technical Ladder". They are available online except for the Harvard one. Check out the notes page for where to find them.
Like I mentioned, there was a lot of awesome data to take in, so I will briefly mention what these studies concluded.
Why do women leave industry?
- extreme job pressure and they feel isolated, lacking mentors and so on
- culture not women-friendly and they are still experiencing sexual harassment
- compensation and they feel their careers are stalled by mid-career
- work in a company with >= 10% women in management positions
- get mentors, sponsors (who make your accomplishments known), role models, and figure out your career paths
- work in a company with more flexible career track timing, on-ramps, etc.