Hi L.! This actually did happen to me last summer, and I was trying to conceive so I got all excited thinking the tests were just wrong. They're weren't. I even went to the doc to have blood tests taken to see if I was pg and the HPTs wasn't catching it.
My doctor said this happened because I hadn't ovulated that month. Apparently this happens to women every so often, even ones with very regular cycles such as mine. When you don't ovulate, your hormones are confused and your period doesn't know when it should start since the hormones that control your period are all out of whack.
However, they say there are women out there who become pregnant but don't have enough HCG in their system to trigger a positive HPT for several weeks. If your period doesn't come in another couple of days, I'd call your doc and have a blood draw done just to be sure.
Good luck! : )