Subbing from MikeGibbs' site:
Our HDR-Fox T2 PVR stopped working - there was no circle of light around the power button and there were no signs of life anywhere else. This is what I found when I checked the power supply:
Background information:
PW808 Power Supply,
High voltage side

When I traced the circuit I couldn't see all of the components from all sides so I could not always determine their values by reading them off. Some of the resistors were clear, but those that were not I put my multi-meter across. So some of the resistors have standard looking values and others, those which I couldn't see, sometimes have odd looking values, but this is the best guess.
Similarly, some of the capacitors are shown with values if I could see them, but others only have their circuit designation.
PW808 Power Supply,
Low voltage side

It was much easier to see the values of the components on the low voltage side of the power supply than it was the high voltage side.
From the circuit diagram it's clear that the snubber circuitry is protecting the STR-W6252D PWM switching regulator's power MOSFET. However, according to the datasheet, the Drain-Source breakdown voltage for the MOSFET is 650V minimum. So, fingers crossed, it might have survived.
The fix:
Clearly I needed a new C3, but I determined that C2 and the ultra fast diode HER108 were still viable. I ordered a new C3 from
Bitsbox. The original was rated at 1kV but Bitsbox has
a 3kV component so that's what I bought.
I replaced it and our HDR is working fine again.
Edit: Added
SteveH's picture, as it shows the same fault much more clearly.