You may also need to break the seal with Presta valves. After backing off the nut press the stem in for a moment and let a bit of air out. This isn't always necessary, but many valves get stuck because of the high back pressure and won't immediately open on their own otherwise.
If you have Schrader valves you have to make sure the pump head is on far enough to depress the pin when you engage the thumb-lock.
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