@St3fan is correct about good patterns for UIViewController. Many a developer has been burned thinking his UIViewController always has a non-nil view (it doesn't).... Even so, I'll discuss here what may be going wrong.
There are two likely causes: you're not setting the UIViewControllers as the delegates of their NSURLConnections, or you're not actually starting the NSURLConnections. The most likely cause of the latter is that you're using NIBs and expecting them to load at the beginning of the program, when they actually only load when needed.
As @deanWombourne notes, you can have all the NSURLConnections you want (**). Walk through your code in the debugger. Make sure you're not sending messages to nil. When "nothing happens" it almost always means you're sending messages to nil.
(**) Don't get crazy with connections on iPhone. Network connections are expensive to create (in both time and battery). If you can get all the data you need over a single connection, there are some advantages to doing so. This doesn't mean you should bend over backwards to avoid connections; just be careful of letting them get out of control.