Without seeing your circuit, my best guess is that either there is a circuit or wiring issue, your capacitor or transformer is bad or the spark gap is opened too wide.
My advice would be to first set up a crude Jacob's ladder using some scrap pieces of wire and see if you can get an arc between the secondary outputs of the NST. This will confirm the transformer is good.
If your cap is in series with the spark gap, you can jump it out and see if the gap will fire. If it does, you should close the gap down so close that maybe a single sheet of paper will just slide between the contacts. Then see if it will fire with the cap back in the circuit. If it does not, your cap may be open.
Give these things a try and let us know how it goes.
Cameron B. Prince
Tesla Universe Webmaster