Possibly because they haven't been properly pollinated. You could try hand pollinating. Or it could be excess rain allowing some sort of mould to thrive. Can you show a picture of the problem?

p.s. Peter and I are talking about Zucchini, just in case anyone is wondering.

Agree that it sounds like they weren't pollinated. Another cause could be that the plants are aborting the fruits because they are too young or are heavily stressed. I'd go with lack of pollination though.

Rodney