What recipe did you follow?

Is it being heated to a high enough temperature to make a hard candy, a lower temperature would make a taffy/toffee like candy.

Is it humid / rainy? I've found that candies that need to be wrapped work best if you wrap them ASAP after they cool. It usually doesn't work well if you wait hours.

I think both have hit the nail on the head - either you didn't bring it up to high enough - did you use a candy thermometer? Or, humidity. That does it for me. I don't make anything that needs to reach soft or hard ball stage when it rains.

Only once did something not set for me, no explanation initially - later I found my thermometer was off.