Some ideas of things to check:
1) Is current flowing? If the wire is broken or the contacts aren't making contact, or if your power supply (batteries? plug-in AC -> DC converter?) is dead, you won't get much out of your electromagnet. If the current is not too too big, you can check it with an ammeter in series with your electromagnet. If you don't have an ammeter, you can put a light bulb that lights at the voltage you supply, in series with the electromagnet and power supply to see if it lights. You can also put it directly on your power supply to see if the supply's dead. Be sure to use DC power, not AC, or you'll get an alternating field which won't pick stuff up as well (likely it'll just make iron stuff shake if you power the electromagnet with alternating current).
2) Short circuit: If the insulation is stripped off in a place where the current can flow through the electromagnet without going around the turns you can lose all your magnetic strength. The current may be taking a short cut through your metal pipe, for example.
3) Not enough turns of wire. Magnet wire used in motors is not very thick, so that many turns can be wrapped around in a tight space. To have fewer turns of thicker wire means you have to put more current in it to get the same field. But then again, you shouldn't see absolutely no effect of magnetic field -- a little bit should be present.
4) Wire wound inconsistently: If you wrap the wire clockwise (as seen from one end) around the rod, and go back for another layer, make sure the wire still goes around clockwise. Making the current flow in opposite directions in different layers will cancel out the magnetic fields.
(published on 10/02/06)