Steam or forced hot water?
For steam, is the air valve working properly? (You can actually test the system by removing the air valve, seeing if after a few minutes, steam comes out of the hole. After the air inside has been displaced by steam, you can plug the air valve hole and the radiator will continue accepting steam and will heat up well. After the furnace kicks off and steam stops coming up the inlet pipe, air must be allowed to re-enter the radiator. Do not leave the air valve hole open; lots of steam will billow out and make the room very humid, as well as cause the furnace to run dry.