Some older houses had an immersion heater circuit added after the original wiring was installed. (The Victorian house I lived in, in Sheffield, needed no fewer than 4 switches to be in the right position before the immersion heater would work!). If you live in an older house, check the area around the fuse box. There might be a separate power supply which needs to be switched on (or, alternatively, someone might have simply removed the fuse to the circuit; check that all the fuses are present).
Chris