There are lots of things that can make this happen. In addition to what
the others have said:
(1) Go to Slide Show > Set Up Show and make sure that all slides are set
to play, not just slides 1 to 1 or a custom show.
(2) Check to see if you have any hidden slides. The easiest way to check
this is by going to Slide Sorter View and seeing if the slide numbers
have a light box with around them with a slash through them. This would
indicate a hidden slide. If you get this, unhide the slides and try again.
David M. Marcovitz
Author of _Powerful PowerPoint for Educators_
Microsoft PowerPoint MVP
Associate Professor, Loyola University Maryland