Here's an extension to Tony's extension... :-)
For Entity Framework 4.x, if you want to get the name and value of the key field so that you know which entity instance (DB record) has the problem, you can add the following. This provides access to the more powerful ObjectContext class members from your DbContext object.
// Get the key field name & value.
// This assumes your DbContext object is "_context", and that it is a single part key.
var e = ((IObjectContextAdapter)_context).ObjectContext.ObjectStateManager.GetObjectStateEntry(validationErrors.Entry.Entity);
string key = e.EntityKey.EntityKeyValues[0].Key;
string val = e.EntityKey.EntityKeyValues[0].Value;