One obscure fact about anaerobic threadlockers (Loctite) is that they only work on active metals that provide ions, which is part of the curing process. This includes steel, iron, copper, brass and the like, but not aluminum, zinc, galvanized steel, anodized aluminum, titanium, and some others. (reference: Henkel 2013 Adhesive Sourcebook page 134). You can use a special primer that contains copper salts to provide the cure ions in some cases, and Loctite does have some "primerless" products that set up with low-ion materials. They also don't work on plastics, like nylon.
PDF:
http://www.henkelna.com/us/content_d...2013__F_LR.pdf