Pin Wash

Wing Nut is right. For oils only the professional grade(expensive) ones work, or try Mig's oil colors for modeling. Are you doing this over  a gloss surface?

I would guess that you need more paint in the wash and/or apply a second or third wash to see results.

I find the best pin washes I've used were ones made from artist, not student grade, oils, not the modeling enamels.  If you want to go with enamels, Humbrol is a bit better at the task.  The finer grain of the pigments aids in the flow in the crevices or around detail.  The base you are working should be as smooth as possible too.  If you are getting a rougher surface texture from the application with brush, airbrush or spray can, that roughness is in the panel lines too and impede the flow.  Try a pre-mixed wash and if there is still and issue it may be the surface you are working on and not the wash.

I've had this problem and I've found it is usually because the wash solution isn't mixed well enough and most of the pigment has settled at the bottom and not enough is suspended in the thinner itself so when your brush draws up the wash it is mostly thinner.  The initial darkening you see is just the wetting of the surface. I just give the solution a thorough stir or a good shake if it is in a bottle every once in a while. Otherwise you could add a little more paint although I would say making sure it is mixed properly is the way to go first.

When I've attempted to use a pin wash I generally dont get good results.

I use the recommened dilution. When I first put the wash down it looks great, nice dark color in the crevices and other lows areas. However, once it dries most of it disappears. I've made washes using enamels, acrylics, oils, and inks. They are turn out the same.

Any ideas what I'm doing wrong?

A Pin Wash also refers to awash done in a specific area, such as on a panel join (on a ship or armour for example) or along a panel line on an aircraft.  The wash can be any color and also made from acrylic paints or even inks.  It helps to have a nice glossy finish to allow the capillary action to work, such as provided by a Future overcoat.

A pin wash is a highlighting panel lines,raised details,corners and crevices.It is very thinned enamel paint 90-10% applied to a gloss service.Using a small brush touch it to the line or the corner and capillary action will draw it down the line or around details.It can be cleaned with a thinner dampened brush after it dries.