Are the objects in particular that are not casting shadows Moveable or Static? Can be seen in the Details section. A Stationary light will cast a dynamic shadow on moveable objects and static shadows on static objects. So if the objects are static, you will need to rebuild the lighting to see the shadows. Otherwise the objects will need to be set to Moveable to have them cast Dynamic shadows.
EDIT: Apparently even with stationary set, the lighting needs to be rebuilt to see the shadows cast by moveable objects. After which the object can be moved and the shadow will move with it. But moving the light will result in you having to rebuild the lighting. So with Stationary. Objects can be moved, lights can not be after lighting rebuilds.