Do you mean from localhost, or externally?
Do you have any third party software firewall applications installed (Or AV which might interfere)?
Has your network admin instigated any block on port 25 without documenting it?
Has your ISP blocked port 25 themselves?
Does the client you're testing have any outgoing block on traffic to port 25?
Do you know how far the messages get down the route you're trying?
Have you tried any other routes (e.g. LAN, localhost, via another network or provider)?
Mark