Straight up, the GM has to take the some of the blame. After all, he treated us like a bunch of Scoobies. And we were never all that much of a team to begin with.
In our first adventure we were all connected to Mr Body2, found dead. We all had a reason to investigate the peculiar circumstances of his death. We all had a reason, a hook, to drag our characters out of their comfortable lives. A reason that ended up with a bloody gun-battle and several shallow graves in the wooded hills past Arkham.
The second adventure? It was a stretch, but we were all parts of the community out looking for those missing boys. Even my character, the sextegenarian Mrs Gormenghast, who mobilized the Arkham Bridge Club & Temperance League to bring out tea and sandwiches for the searchers would be on hand, and realize that things Man was not meant to know were in the works. The conclusion to that adventure, however, with four of the five of us in the insane asylum (although I was self-admitted), two of us aged by the spells we used to reverse the problem (and making me a septuagenarian) and the immortal sorceror most definitely not dealt with (I put a bullet in his head (and that's what cost me most of my stability) and buried him in a another shallow grave in the woods) really should have been the end of our fellowship. After all, we were just five strangers drawn together by chance, and with Mr Body's killers gone there was nothing holding us together.
So today's adventure started with a news clipping about a robbed grave. And you could hear the mental gears of all the players turning, as they said "So?" We had no involvement. What's going to get an illiterate jazz musician, a reclusive lab researcher, a crazed milkman, or a 70 year old lady out to investigate something in the middle of winter? Something that matters to them. And this? It didn't.
I always hate "well, my character wouldn't do that." But tonight was a clear example of an entire cadre of players all asking the GM "Why the hell would any of us do that?" The only answer? "Because that was the adventure."
Well, I feel like a big jerk, but we didn't buy it.
The moral of the story? Make it personal. Make it matter. Don't assume that everyone is just sitting in their living room loaded for bear and waiting for the next weird thing to go investigate.