Janyta: I'm not sure if you mean you've never had an orgasm WITH HIM or you've never had an orgasm, period.
There are several possibilities here. One is that he just has a lower sexual appetite than you do. That is a big concern. If one partner has a much higher sexual appetite, one will always be frustrated and the other will feel put upon.
2nd possibility: Low sexual drive and anorgasmia (lack of orgasm) can be a side effect of common antidepressants. If you or he are on an SSRI (Prozac, fluoxetine, celexa, lexapro, paxil, zoloft) then that could explain the problem.
3rd Possiblity: Are the problems in the bedroom a carry-over from problems outside the bedroom?
4th possibility: Is he depressed or experiencing a health problem? Is his energy level, not just sexual energy, generally low? Is he otherwise healthy?
Also, do you have an orgasm with other forms of stimulation, oral or manual?
It's going to take more information to figure out what's going on. Sometimes, figuring out what a problem is means figuring out what it's not. Let us know more, and I'll bet someone here can help.