My dough looked great after the first rise. I punched down the dough and formed into long loaves and used a jelly roll pan, not loaf pans. They did not rise fully, I went ahead and baked them. The final product was dense and not chewy. I'm not sure what may have happened.
There are many variables that could be at play here - some of the obvious ones have already been suggested, e.g., ambient temperature. The yeast fermentation process is very temperature sensitive, and can vary 100% in time for a change of less than 10 degrees Celsius, depending on your yeast strain. Other factors might include moisture level - if the dough is too loose, it will not "rise" in a jelly roll pan, but rather "spread" as it expands. There is also a possibility that if the dough has over-fermented (too much time spent on the first rise), the gluten breaks down, and cannot sustain the subsequent rise - this is sometimes known as the dough "going to rags" (excuse my English). In the case of lower gluten flours, particularly rye, the second rise may actually occur, but not seem as evident as it did when in the bowl.
If you are working in winter in a particularly cold or drafty kitchen, you can raise the temperature of the dough slightly if you very carefully turn the oven to 100-110 degrees Celsius (gas mark 1/4 - 200-225 F) for a short time, 4-5 minutes MAX, then TURN THE OVEN OFF. Cover the dough with aluminium paper to keep the crust from drying out, and place dough in the warm (NOT HOT) oven for an hour or so - this boost in warmth gives the yeast a wake-up. The interior of the oven should be no more than 50-55 degrees Celsius, or you will kill the yeast.