Linux crashes

My home desktop became a bit unstable in last time and I do not have an idea why. The most irritating things is that Linux does not help with it. For example I watch movie and system hangs so badly that even SysRq does not work so I have to reboot. But after reboot I do not have any way to get info what happened (kind of dmesg from hang would be great).

When I used Linux on Amiga there was a tool to search for dmesg in whole memory after reboot. I want it on my x86 box.