It’d be an interesting and useful exercise to go back through historical vulnerabilities and determine how many of them would be mitigated by SELinux and similar technologies (Exec-shield, PIE etc.).
Mark Cox wrote an interesting paper, Risk Report: A year of Red Hat Enterprise Linux 4, which mentions that SELinux blocked the Lupper worm (also noting that that the policy version shipped by default would not have blocked a modified version of the worm).
SELinux mitigation confirmed by SANS. They also mention mounting /proc as nosuid as a workaround.