May seem like dumb questions, but you do have Cast shadows check on in your
render settings, don't you?
If you are using Auto Settings go to Manual Settings and make sure.
And the light you want to cast a shadow has Shadows checked on.
Also if your lights are set to cast Ray Trace shadows make sure you have
Raytracing checked on in your render settings and have at least two
Raytrace bounces in your render settings.  One might be enough but
I like to make sure.
Another thing to check is to make sure the angle of your light is such
that it will cast a shadow.  Use the shadow camera for the light(s) that
is to cast the shadow(s) and make sure the light is pointing in
the right direction.  If not use the light's parameter dials to aim the light.