They are sensitive to ambient temperature, since it's the temperature difference from top to bottom that initiates the movement. In a hot room, the wax floats to the top and stays there. In a cold room, it settles to the bottom and stays there. If the lamp is shaken, the wax will separate and needs a couple days to re-congeal into larger blobs.
If the lamp used to work but does no more, first check inside the base - there is a spring in there that helps conduct heat to the vessel, that can come loose if the lamp is dropped. Next, replace the light bulb. If it's old it may not be emanating as much heat as it used to. It might just not be screwed in all the way. You can also (cautiously) try using a higher-wattage bulb. Most use a 25-watt bulb but some standard-size units use a 40-watt bulb. The big ones use 60W or even 100W for the giant ones, but I wouldn't advise them unless you want to true volcanic experience.
That's assuming you can still buy an incandescent bulb in California. Those faux-green do-gooders down there (they're here now, too, thanks to high-priced CA real estate) would have you believe that compact florescents can do everything an incandescent can do. (Try putting one in your oven, or in a spray booth!)