Are you using the widgets in the Page/Post Editor's top panel to insert shortcodes? The shortcode in your example is incorrect. I used the buttons in the editor to embed this shortcode and everything worked:
[yelp lat="38.38617" lng="-121.97219" radius="3" sortby="distance" term=""]
Depending on the location (and assuming you're using the right shortcode) Trulia might not have the data on your area. Make sure you have the City, State (and Zip Code) within your shortcode for the stats, otherwise you will not get anything.
In any case, post the shortcode for the Neighborhood that doesn't work and I will check it on my own server.