I was testing a web application using JMeter, and the Response data tab of an HTTP Request sampler was always empty. It turns out that JMeter does this if the content type of the response is not in a blessed list of "text" responses. In my case, the content type was application/xml which is not on the list by default. To fix it, edit the jmeter.properties file to include a line like this:
This directive specifies additional types to supplement the built-in types (text/*, etc). The shipped jmeter.properties file comes with a template line for this property.