My pumpkin vine is very healthy, but the pumpkins grow to about the size of a golf ball and die. I water them and they are in good soil. Why is this happening?
What do the vines, themselves, look like? Are they turning brown and shriveling or rotting? The biggest problem I have with pumpkins and squash are squash vine borers. The moth lays eggs on a stem, the larvae burrow into the vines and eat out the middle of the vines, killing them. You'll see a small hole right at the base/border of a branch of the vine, with what looks like sawdust (from the larvae burrowing in). If you catch it early enough, you can rinse off the eggs before they hatch.
If they burrow in, and haven't killed off that part of the plant entirely, you can take a sharp box-cutter or utility knife, slice open the vine, lengthwise, get those grubs out, then close up the slit by wrapping masking tape around the vine like a bandage. The plant will recover just fine, and the tape doesn't hurt it at all. Lacking photos or more details, I suggest this only because it happens to often to my plants.
If you aren't hand-pollinating, a possible answer is that the pumpkins weren't pollinated well enough. If the female flowers don't receive adequate pollination they plant may try to put out a fruit but it may abort partway through the process.
Plant stress is also a possibility from pests, inadequate watering, or poor soil.
A few links that may help