Sounds like your fruit didn't get pollinated. Squash (Pumpkins) have male and female flowers. The female has a small fruit already before the flower opens. If it isn't pollinated, the fruit withers. What kind of bee activity have you had. Have you used any pesticides? What about your neighbors?
Jim

Are they larger veriety? (usually if they are yellow they are larger veriety which will abort fruit in the heat). I had to shade all my females this year because of the heat with small little "A" framed boards on my bigmax plant till about 20lbs. As soon as a small female looses its yellow shine it will almost definatly abort. If your leaves are turing yellow it might be the following:

To much fertilizer
Appying ferlizer or other sprays in the hot sun
Downy and powdery mildew weakening the leaves
You may have Squash Vine Borers or other insects

I had a total of 10 small green females abort and turn yellow and die, but only on one of my 2 Howden Biggie plants. This plant got to about 200 square feet before females would take.....It might be genetic because my other Howden Biggie plant right next to it was fine.....just my thoughts...good luck!

Reviving an old thread, but I'm having a similar problem. I had a couple fruit set (on on each of two plants) and subsequent females would either grow a little then abort or just come out a pale yellow (the healthier ones are green). In both cases, they turn brown/fall off before the flower even opens. These aren't giant pumpkins, and I was expecting many more per vine. The existing fruit are growing well. I've also noticed the vines are growing a lot slower. Should I just be satisfied with the couple fruit I have? Is there any way to get more fruit set?