Do you mean that a number is being sent, but the name is always sent as "anonymous", or, that there is no caller ID what-so-ever?
In the first case, it may be because you are not paying for name look-up (as suggested), usually an additional fee. In some cases, names send by the originator, and not added, by your provider, will still get through. Some providers can also arrange to send the number in the name field as well.