Could be lack of fertilizer... esp. if you have poor soil, Always worthwhile feeding the soil with compost/organic fertilizer, or a slow release synthetic like Osmocote. Avoid too much notrogen.

and/or
- bulbs need good drainage, especially in winter
- need good sun
- sometimes they get a virus (you'll see deformed leaves) and this will cause their decline. (virus is transmitted by aphids, if I remember correctly... if you have any lilies showing symptoms, dig them out and discard, or the virus will be transmitted to others)
- don't cut the foliage down until it browns in the fall
- prefer cooler roots - could have been planted too shallowly. (esp. if you bought them already growing in containers, chances are they are too shallow).

Below is a great link to info on growing lilies.

Here is a link that might be useful: Growing Lilies great resource