In computer science, how hard it is to get a job at an industry research lab?
It is much easier to get a job in an top-notch industry research lab than an R1 professorship for one simple reason: there are vastly more such research lab jobs available.  

To illustrate this, let's consider an illustrative example.  The Stanford Computer Science faculty has 55 professors.  To sustain a department of that size, they'll probably be hiring 2-4 people per year, depending on what fraction fail to make tenure.  Meanwhile, right next door is its cousin, SRI International, with about 2100 employees: most of those don't have PhDs, but a lot of them do, and a quick search on their open job postings finds more than a dozen that are looking for a PhD-level candidate right now.  That's just one company, and one you've probably never even heard of.  There's a lot more big ones out there, and far more than that if you start considering the smaller ones as well.

Now, getting back into a professorship, that's a different story.  It most certainly can be done, if you maintain a good research presence.  For most people, however, the trip to industry is a one-way trip, simply because you generally don't have to publish.  Many research companies like it when you publish, and many strongly encourage it---but the fact that they have to encourage it should tell you that the incentives are just not there the same way.  At a company, you are not measured primarily by your ability to publish, and so it tends to get triaged in favor of other things, like writing proposals, delivering demos to customers, or product development.  There's nothing against publishing, but there's no "publish or perish" and so there's a lot less publishing.

Bottom line: you can move in either direction, but it's a lot easier to move from university to industry than the reverse.