I have done a few Swern oxidations before. It will be hard to offer much guidance without knowing what you have tried, and what your substrate is. With this caveat in mind, here are a few problems I have run into before, that might apply to your system:

1) If you are activating the dmso with oxalyl chloride, make sure that the oxalyl chloride is pure. Old bottles often contain a significant amount of oxalic acid (hydrolyzed oxalyl chloride). This means that you will generate less activated Me2SCl+ than expected, and it means that you need to add more equivalents of base before the deprotonation-oxidation step can occur.

2) If your substrate has acidic functional groups (sulfonic, phosphonic, or carboxylic acids, phenol, or thiol, or really anything with a pKa less than 12) then you will have to add more base during the deprotonation step.

3) If there is another functional group that is nucleophilic and easily oxidized, like 2° or 1° amines or a phosphine etc. this may be reacting with the Me2SCl+ before the desired alcohol can.

4) Is you substrate dissolving well under the reaction conditions, or is the terminal alcohol significantly sterically hindered?

If you haven't done a Swern oxidation before, and your substrate is hard to make or expensive, it might be worth doing a test reaction on a similar substrate (or really any other non-volatile 1° alcohol) to make sure there is not a problem with your reagents or technique...

good luck!

Aaron, Thank you for the suggestion.  I am using tryptophan derivatives without any acidic functionality. 

I think issue might be with Oxalic acid which is not fresh. I will check the reaction with higher quantity. 

You might consider avoiding the oxalyl chloride all together and try the Corey-Kim oxidation. This oxidation goes through the similar intermediate than does the Swern but avoids the use of oxalyl chloride and DMSO. One crucial issue is that DMSO itself loves water and is difficult to make anhydrous. Not sure this is actually your issue because I have had success with DMSO that was not predried but rather straight from the bottle for the Swern's I have done..but maybe if you avoid using it you might have a better result.